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Credit Risk - IRB Wholesale Model Developer Crisil

10.0 - 14.0 years

0 Lacs

pune, maharashtra

On-site

Role Overview: You will be responsible for leading the development of advanced credit risk models, specifically focusing on the wholesale portfolio. Your expertise in credit risk modeling will drive sophisticated initiatives across wholesale portfolios. Key Responsibilities: - Lead end-to-end development of advanced credit risk models, ensuring compliance with IRB Standards - Conduct thorough data preparation and preprocessing using tools such as SAS, Python, R, and SQL - Design, build, calibrate, and implement robust credit risk models for wholesale portfolios with rigorous UAT - Collaborate with cross-functional stakeholders to analyze, interpret, and communicate complex model results and ...

Posted 6 days ago

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