Credit Risk Model Development

2 - 7 years

10 - 20 Lacs

Posted:16 hours ago| Platform: Foundit logo

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Work Mode

On-site

Job Type

Full Time

Job Description

Credit Risk Model Development

Roles & Responsibilities

  • Credit Risk Model Development & Validation:

  • Develop or validate

    credit risk models

    , including those for

    IFRS9, IRB, CCAR, and CECL

    .
  • Apply expertise in methodologies for

    Probability of Default (PD)

    ,

    Loss Given Default (LGD)

    ,

    Exposure At Default (EAD)

    , and

    Stress Testing

    .
  • Technical Implementation:

  • Utilize statistical and programming tools such as

    SAS, SQL, Python, and R

    .
  • Analysis & Reporting:

  • Conduct in-depth analysis of model performance and provide recommendations.
  • Ensure models adhere to industry best practices and regulatory standards.

Required Candidate Profile

  • Experience:

    Mandatorily experienced in

    Credit Risk Model Development

    or

    Validation

    .
  • Technical Skills:

  • Skilled in

    SAS, SQL, Python, and R

    .
  • Education:

  • An

    MBA in Finance

    is preferred.
  • Certifications like

    FRM

    or

    CFA

    are a significant plus.

Additional Information

  • Salary:

    Depends on the last drawn salary.
  • Notice Period:

    Immediate joiners to those with a 30-day notice period.
  • Work Arrangement:

    5 days Work From Office (WFO)

    in an ODC setup.

How to Apply

  • To apply, please send your CV to:

    [HIDDEN TEXT]

    .

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