TCS - Credit Risk/CCAR Modeling

Job description :

This role will be in a team that is expected to develop statistical and judgment based decision rules to enhance the business decision making and support various business functions. This would be achieved via various models, for e.g. : scorecard using regression analysis; decision trees using CART, CHAID etc; other multivariate modeling techniques; forecasting models; but not restricted only to these. The incumbent would be required to support various group entities and business geographies, as required.

- Use of mathematical and statistical techniques for analysis like Credit risk modeling (PD or LGD or EAD - probability at default or loss given default or exposure at default)

- Developing Risk Scorecard involving BASEL II accord

Desired Skills & Experience :

- 3-10 year's proven statistical analysis or equivalent. Knowledge and understanding of banking services preferred.

- Bachelor's degree in mathematics/ statistics/ economics or equivalent experience; Masters Degree preferred.

- Experience in SAS and PD/LGD/EAD Model Building, Basel Modeling.

- Strong in use of Statistical analytic techniques like regression analysis, correlation analysis, hypothesis testing, multivariate statistical analysis, time series techniques to build new methods and approaches.

Nishant Chaturvedi
HR - TCS BPS