Credit Risk Modelling

Job Description

Credit Risk- JD Role Competencies - Experienced in development of credit risk models for BASEL reporting, PD, LGD, EAD and/ stress testing or should be well versed with understanding of these concepts Skilled in development of internal and external risk models by computing standard metrics Skilled in developing and analyzing product-specific solutions within banking domain varying across underwriting/monitoring loan portfolios, developing collections scorecards, loss forecasting amongst others Ability to work with key stakeholders across businesses, client portfolio teams to derive insights and calibrate model performance Ability to present the findings of the analysis to stakeholders and hold presentations for a larger audience Ability to drive discussions with the stakeholders and present the findings / summary of the project activities