56 Cecl Jobs - Page 2

Exp: Credit Risk Model Development mandatory Min: 2-8 Yrs MBA Finance preferred, FRM/CFA a plus Location: Bangalore | 5 Days WFO(ODC Set-up) Salary: Depends on last drawn NP: 30Days or Immediate Joiners Please drop cv on karishmasharma@imaginators.co Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred.

Join Barclays as Vice President Impairment, where you will help colleagues demonstrate analytical and technical skills, along with knowledge of the fundamentals of retail credit risk management, particularly across impairment management. At Barclays, the future is not just anticipated - it is created. Your role will involve embedding a control functionality by leading the development of the team's output and demonstrating sound judgment in collaboration with the wider team and management. To be successful in this role, you should have experience in owning IFRS9, CCAR, and CECL risk models, managing the entire lifecycle from data governance to monitoring. Additionally, knowledge of presenting...

Exp: Credit Risk Model Development Mandate Min: 2-8 Yrs MBA Finance preferred, FRM/CFA a plus Location: Bangalore | 5 Days WFO(ODC Set-up) Salary: Depends on last drawn NP: 30Days or Immediate Joiners Send CV: latika.chopra05@gmail.com Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred. Send CV: latika.chopra05@gmail.com

Must have- Credit Risk Model Development (CCAR/IFRS9/PD/LGDEAD/CCAR/DFAST/CECL) Edu- MBA ShiftS- 11:30am- 8pm Location- Bangalore | 5 Days WFO 2-5 yrs- 27LPA 5-8 yrs- 35LPA NP: Imm- 30 Days Please drop cv on rashibimaginators@gmail.com or 9027310680 Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred.

Credit Risk Expert with exp. in Model Development (IFRS9/IRB/CCAR/CECL) Exp=2-5 YRS, PKG Upto-25 LPA Exp-5-8YRS, PKG Upto-33 LPA (Hike depends on last fixed package) Loc-Bangalore Notice period-30-60 Days Send CV: riya.imaginators@gmail.com Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred. Send CV:

Exp: Credit Risk Model Development mandatory Min: 2-8 Yrs MBA Finance preferred, FRM/CFA a plus Location: Bangalore | 5 Days WFO(ODC Set-up) Salary: Depends on last drawn NP: 30Days or Immediate Joiners Cv on karishma.imaginators@gmail.com Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred.

Credit Risk Model Development mandatory Min: 2-8 Yrs MBA Finance preferred, FRM/CFA a plus Location: Bangalore | 5 Days WFO(ODC Set-up) Salary: Depends on last drawn NP: 30 Days or Immediate Joiners anushika.imaginators@gmail.com 9211073262 Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred.

Exp: Credit Risk Model Development mandatory Min: 2-8 Yrs MBA Finance preferred, FRM/CFA a plus Location: Bangalore | 5 Days WFO(ODC Set-up) Salary: Depends on last drawn NP: 30Days or Immediate Joiners Please drop cv on supreetbakshi@imaginators.co Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred.

You will be responsible for performing a variety of moderately complex risk analytics with a focus on AI/ML models. Your role will involve resolving moderately complex issues in advanced data modeling and measuring risk. You will provide effective challenge to the models by evaluating model-related risks including input data, model assumptions and limitations, conceptual soundness, methodology, outcomes analysis, benchmarking, monitoring, and model implementation. This position requires a combination of strong quantitative skills and AI/ML technical knowledge. Your major duties will include validating Artificial Intelligence (AI), Machine Learning (ML), and Generative AI (GenAI) models indep...

Collect and analyse data to identify credit risk (IFRS9, CECL, ECL, delinquency, roll rate, charge-off and prepayment) trends and drive insights to further strengthen loss forecasting analytics. Craft dashboards to track KPIs around portfolio performance, including deep diving into credit strategies and their impact on it. Develop and maintain loss and prepayment forecasting processes for every consumer product fintech offers. Extend analytical support to advance fintech collections strategy and build forecasting frameworks for key collections KPIs. Use analytical techniques to mine loan characteristics/performance data to extract valuable insights for the business. Use data visualization te...

This position requires a seasoned professional as a Senior Manager with specialized knowledge of credit risk management. You will be overseeing the development, enhancement, and validation of credit risk models, ensuring compliance with regulatory standards, and driving innovation in risk management practices. The ideal candidate should have hands-on experience in Credit Risk Model Validation or Development with SAS and Python. Moreover, you should possess good hands-on experience in Regulatory Models such as AIRB, CECL, CCAR, Basel, IFRS9. You will primarily work as a consultant for the centralized advanced analytics team of a banking or financial firm as a Credit Risk Model Development/Val...

You are an experienced Senior Quantitative Analyst (Model Developer/Validator) with extensive expertise in credit risk modeling, particularly focusing on Internal Credit Risk Rating modeling. Your role involves leading the development and validation of advanced credit risk models, including PD, EAD, LGD, with a special emphasis on Expert judgment-based PD models for Corporate, Specialized Lending, and Financial Institutions. Your responsibilities include conducting thorough data preparation and preprocessing using tools such as SAS, Python, R, and SQL. Collaborating with various stakeholders to analyze, interpret, and communicate complex model results and insights is crucial. You are expecte...

The Senior Risk Analyst, Loss Forecasting will be an organized and motivated team player with a strong sense of ownership. As a key member of the credit risk management team, you will be responsible for creating and tracking appropriate KPIs, developing and maintaining forecasting frameworks and processes, and serve as an active team player in credit reviews. You will develop and maintain forecasting, CECL, and Stress Testing models for fintech products and will be expected to find opportunities to enhance and automate existing processes. Craft dashboards to track KPIs around portfolio performance, including deep diving into credit strategies and their impact on it. Extend analytical support...

Are you seeking an exciting opportunity to join a dynamic and growing team in a fast-paced and challenging environment This unique role offers you the chance to collaborate with the Business team to provide a comprehensive view. As a Loss Forecasting Modeling Analytics Associate in the Consumer Credit Risk Management team, your primary responsibility will be to execute credit loss forecasting models. You will diagnose model accuracy and lead analyses to evaluate relationships and patterns that impact the loss performance of our product portfolio. Your role will involve spearheading the control framework within our function and executing processes through analytical insights, predictive analy...

PLEASE DO NOT APPLY ON NAUKRI PORTAL, APPLY ON BELOW LINK https://crowe.wd12.myworkdayjobs.com/External_Careers/job/Noida-Uttar-Pradesh-India/Model-Risk-Senior-Consultant_R-47692 Your Journey at Crowe Starts Here: At Crowe, you can build a meaningful and rewarding career. With real flexibility to balance work with life moments, you’re trusted to deliver results and make an impact. We embrace you for who you are, care for your well-being, and nurture your career. Everyone has equitable access to opportunities for career growth and leadership. Over our 80-year history, delivering excellent service through innovation has been a core part of our DNA across our audit, tax, and consulting groups. ...

Your journey at Crowe starts here. At Crowe, you can build a meaningful and rewarding career with real flexibility to balance work with life moments. You are trusted to deliver results and make an impact. We embrace you for who you are, care for your well-being, and nurture your career. Everyone has equitable access to opportunities for career growth and leadership. Over our 80-year history, delivering excellent service through innovation has been a core part of our DNA across our audit, tax, and consulting groups. That's why we continuously invest in innovative ideas, such as AI-enabled insights and technology-powered solutions, to enhance our services. Join us at Crowe and embark on a care...

Job Description: As an Analyst/Sr Analyst for Model Monitoring and Implementation at Northern Trust, you will play a vital role within the Model Strategy & Data Analytics team. Your primary responsibility will be to monitor and implement various models such as PPNR, Credit Risk, Operational Risk, and Market Risk models. This individual contributor role will involve tasks throughout the model lifecycle, including monitoring, recalibration, and implementation. You will also be involved in developing and maintaining monitoring tools using SAS for CCAR, Basel, and CECL purposes. Your key responsibilities will include monitoring, recalibrating, and implementing models such as CCAR models (PD/EAD/...

You are an experienced Lead Model Developer/Validator with a strong background in credit risk modeling, particularly focusing on Internal Credit Risk Rating modeling. Your main responsibility will involve leading the development and validation of advanced credit risk models, including PD, EAD, LGD, with a special emphasis on Expert judgment-based PD models for Corporate, Specialized Lending, and Financial Institutions. Your role will require you to conduct thorough data preparation and preprocessing using tools such as SAS, Python, R, and SQL. You will collaborate with various stakeholders to analyze, interpret, and communicate complex model results and insights. Additionally, you will be re...

This position requires a seasoned professional as a Senior Manager with specialized knowledge of credit risk management. You will be overseeing the development, enhancement, and validation of credit risk models, ensuring compliance with regulatory standards, and driving innovation in risk management practices. The ideal candidate should have hands-on experience in Credit Risk Model Validation or Development with SAS and Python. You should also possess good hands-on experience in Regulatory Models such as AIRB, CECL, CCAR, Basel, IFRS9. You will primarily work as a consultant for the centralized advanced analytics team of a banking or financial firm focusing on Credit Risk Model Development/V...

You are an experienced Senior Quantitative Analyst specializing in credit risk modeling, especially focused on Internal Credit Risk Rating modeling. Your role involves leading the end-to-end development and validation of advanced credit risk models, with an emphasis on Expert judgement-based PD models for various sectors. You will work on data preparation and preprocessing using tools like SAS, Python, R, and SQL. Collaboration with cross-functional stakeholders is key to analyze and interpret complex model results and insights. Your responsibilities also include developing technical documentation for regulatory compliance, test plans, validation reports, and business requirements documents....

You are an experienced Senior Quantitative Analyst (Model Developer/Validator) with a strong background in credit risk modeling, particularly focusing on Internal Credit Risk Rating modeling. Your expertise will be crucial in leading the development and validation of sophisticated credit risk models for retail and wholesale portfolios. Your responsibilities will include developing and validating credit risk models such as PD, EAD, LGD, with a special emphasis on Expert judgement-based PD models for Corporate, Specialised Lending, and Financial Institutions. You will also be responsible for data preparation and preprocessing using tools like SAS, Python, R, and SQL. Collaborating with various...

Model Monitoring/Model Validation EXL (NASDAQ:EXLS) is a leading operations management and analytics company that helps businesses enhance growth and profitability in the face of relentless competition and continuous disruption. Using our proprietary, award-winning methodologies, that integrate advanced analytics, data management, digital, BPO, consulting, industry best practices and technology platforms, we look deeper to help companies improve global operations, enhance data-driven insights, increase customer satisfaction, and manage risk and compliance. EXL serves the insurance, healthcare, banking and financial services, utilities, travel, transportation and logistics industries. Headqua...

Roles and Responsibilities Develop and maintain credit risk models using SAS, SQL, and other relevant tools. Ensure compliance with regulatory guidelines such as Basel II/III, CCAR, CECL, LGD, PD, EAD.

Entity : - Accenture Strategy & Consulting Team : - Global Network – Data & AI Practice : - CFO & EV - Risk Analytics Title : - Ind & Func AI Decision Science Senior Manager/Manager About S&C - Global Network : - Accenture Global Network - Data & AI practice help our clients grow their business in entirely new ways. Analytics enables our clients to achieve high performance through insights from data - insights that inform better decisions and strengthen customer relationships. From strategy to execution, Accenture works with organizations to develop analytic capabilities - from accessing and reporting on data to predictive modelling - to outperform the competition. WHAT’S IN IT FOR YOU? Acce...

Lead Quantitative Analytics Specialist ALM Modeling Balance sheet modeling IRRBB EVE FTP Deposit models Liquidity Risk models- Corporate Risk helps Wells Fargo businesses identify and manage risk. The team focuses on three key risk areas: credit risk, operational risk and market risk. As the company's second line of defense, Corporate Risk or Independent Risk Management provides independent oversight of risk-taking activities. Independent Risk Management establishes and maintains Wells Fargo's risk management program and provides oversight, including challenges to and independent assessment of the frontline's execution of its risk management responsibilities. Corporate Risk roles depend on a...