42 Lgd Jobs - Page 2

As a Portfolio Risk - Cards CCAR Model Development Associate within the Portfolio Risk Modeling team, you will have the opportunity to support and develop regulatory models, execute and prepare model surveillance, and provide insights for various regulatory requirements. You will use your expertise in performance assessment methods and metrics for various types of risk models used in portfolio Risk, regulatory modeling, and forecasting methods. You will be responsible for the development of stress test models as part of the annual CCAR/CECL exercise. This role will allow you to utilize your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting, and automation. We value intellectual curiosity and a passion for promoting solutions across organizational boundaries. Job Responsibilities: Design, develop, test, and validate statistical models for Cards’ Unsecured Lending portfolio risk forecast and model performance monitoring Utilizing graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, Survival Hazard Rate Models etc. Efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting Process, cleanse, and verify the integrity of data used for analysis Perform deep dive analysis to address ad hoc inquiries Required qualifications, capabilities, and skills MS, Engineering or PhD degree in a quantitative discipline Minimum 6+ years of hands-on work and research experience of advanced analytical skills in the areas of statistical modeling and data mining Proficiency in advanced analytical languages such as SAS, R, Python, PySpark Experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata Ability to deliver high-quality results under tight deadlines Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results Preferred qualifications, capabilities, and skills Knowledge of regulatory modeling (IFRS9/CECL/CCAR preferred)

Please Note: ========== One of our Gulf client is looking for Credit Risk Analyst in their financial department. Spectrum Consulting is acting as Recruitment Services company for this position. You can email your CV directly to: spectrumconsulting1977@gmail.com ========== Job Title: Credit Risk Analyst Onsite Job Location: Dubai - UAE Doha - Qatar Riyadh - Saudi Arabia Onsite Monthly Salary: 15k to 20k AED [ Depending on Experience ] , Full Tax free Salary Gulf Work permit & visa will be sponsored by the company Offshore Job Location: Mumbai Bangalore Hyderabad Offshore India Annual CTC: INR. 15 LPA to 40 LPA (Depending on Experience) No. of positions: 03 Project Duration: 24 Months Experience Needed: 8 - 20 Years Job Description: We are looking for an experienced Credit Risk Analyst with BASEL / IFRS9 / CCAR Skills Job Responsibilities As a credit risk analyst, you should be: Expert in 1 or more of the following: - Credit Risk Modelling with: - BASEL - IFRS9 - CCAR - Structural Models - Strong knowledge of credit risk measures, PFE, xVA, compliance rules, and collateral management. - Experience with Basel 2, Basel 2.5, Basel 3, SA-CCR, SIMM, FRTB-xVA. - Able to do credit evaluations of counter parties for financial/non-financial institutions - Carry out financial qualification of service providers for new assignments and new projects - Conduct in-depth analysis of financial statements and employ the company internal credit model to derive credit ratings. - Ensure new business transactions and related risks are appropriately defined, captured, and managed, by the Company's risk methodologies and systems. - Maintain approved credit limits and ratings in credit database. - Actively monitor counterparty credit ratings and latest market developments to keep management informed on potential risks. - Perform stress testing on various portfolios in order to identify and mitigate unwanted exposure. - Review policies, procedures, and align risk policies across the Group - Assist in the consolidation and preparation of reports for top management Nice to have: - Experience with Murex (MLC), Markit, Calypso, Finastra is added advantage but not mandatory Experience Level: 5 - 20 Years Business Verticals: Banking and Financial Services -- Insurance / Banking Insurance Stock Market / Investment Banking Retail Telecom Healthcare Oil and Gas Travel and Hospitality Supply Chain / Logistics Capital Markets / Stock Markets / Forex Trading Job REF Code: CREDITRISK_0425 You can EMAIL your CV to: spectrumconsulting1977@gmail.com If you are interested, please email your CV as ATTACHMENT & - write about your CREDIT RISK experience as covering note and - explaining your CREDIT RISK experience with job ref. code [ CREDITRISK_0425 ] as subject

Looking for candidates who are working in Credit Risk Modeling or Market Risk Modeling Share CVs on soofia.khan@black-turtle.in

Role & responsibilities - ECL: Calculation: To calculate ECL for LC, MM, MEG, SEG, SCF, DIG SCF, CMG-Insti, CMG Retail, Digital, Unsecured, Mortgage. Automation: To implement ECL Automation project using Python. Build and maintain ECL model and documentation: Development of Probability of Default models used in the computation of ECL for organization (secured and unsecured) portfolios in accordance with Ind AS 109/IFRS 9 guidelines. Design, develop, test and validate statistical models for the entire product suite. Responsible for the documentation of PD, LGD models and the ECL Policy. Computation: Responsible for enhancing and developing the Internal Capital Adequacy Assessment Process (ICAAP) in the organization. This involves stress testing of risk in excess of the Pillar 1 requirement including credit risk, liquidity risk, IRBB, operational risk and strategic risk. Model Development: Development of stress testing models in compliance with the regulatory guidelines. Documentation Responsible for the documentation of ICAAP. Risk Appetite Statement/Enterprise Risk: Computation of various risk types on the basis on key risk metrics. Aggregate the various risk types to compute an Enterprise Risk score. Build Model and maintain documentation and track necessary deliverables 3. VAR: Model Development: Design, develop and test VAR Models. Model Validation: Perform Back-testing and sensitivity analysis of VAR model. Documentation: Prepare and maintain documentation for the VAR mode 4. Sensitivity Analysis on various portfolio cuts: Statutory/Internal Audit: To support Audit closure for LC, MM, MEG, SEG, SCF, DIG SCF, CMG-Insti, CMG Retail, Digital, Unsecured, Mortgage. RBI Audit: To help in closing RBI audit.

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Credit Risk ECL - NBFC - Thane Job Purpose: ECL: Calculation: To calculate ECL for LC, MM, MEG, SEG, SCF, DIG SCF, CMG-Insti, CMG Retail, Digital, Unsecured, Mortgage. Automation: To implement ECL Automation project using Python. Build and maintain ECL model and documentation: Development of Probability of Default models used in the computation of ECL (secured and unsecured) portfolios in accordance with Ind AS 109/IFRS 9 guidelines. Design, develop, test and validate statistical models for the entire product suite. Responsible for the documentation of PD, LGD models and the ECL Policy. ICAAP: Computation: Responsible for enhancing and developing the Internal Capital Adequacy Assessment Process (ICAAP). This involves stress testing of risk in excess of the Pillar 1 requirement including credit risk, liquidity risk, IRBB, operational risk and strategic risk. Model Development: Development of stress testing models in compliance with the regulatory guidelines. Documentation Responsible for the documentation of ICAAP. Risk Appetite Statement/Enterprise Risk: Computation of various risk types on the basis on key risk metrics. Aggregate the various risk types to compute an Enterprise Risk score. Build Model and maintain documentation and track necessary deliverables VAR: Model Development: Design, develop and test VAR Models. Model Validation: Perform Back-testing and sensitivity analysis of VAR model. Documentation: Prepare and maintain documentation for the VAR model. Sensitivity Analysis on various portfolio cuts: Perform Sensitivity Analysis on various portfolio cuts. Audit Closure: Statutory/Internal Audit: To support Audit closure for LC, MM, MEG, SEG, SCF, DIG SCF, CMG-Insti, CMG Retail, Digital, Unsecured, Mortgage. RBI Audit: To help in closing RBI audit.

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Min exp 3 yrs in credit risk model development, validation, monitoring Should have worked ifrs 9 or IRB models Budget upto 41 lpa Call on 7042331616 or drop CV on supreet.imaginators@gmail.com

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Roles and Responsibilities Develop credit risk or fraud risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/ Fraud Modeling or related field. Strong expertise in PD, LGD Model Development ,Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS/SQL; strong understanding of machine learning algorithms an added advantage.

Prior experience must in BOTH these: 1. Risk / Finance / Quant Modelling (across at least some of the these) - Credit Risk (Pillar 1 - Probability of Default (PD), Loss Given Default (LGD), Exposure At Default (EAD), IFRS9/CECL. CCAR, Stress Testing/Scenarios Modeling), Model Development and/or Model Validation (core development experience), Statistical Modelling (preferably for Wholesale credit book) 2. Technology - Hand's on recent coding experience (as a full-stack developer / agile developer etc.) Preferable language Python, C/C++ Hands-on/day-to-day working knowledge in the above is must across all levels/seniority

Job Position - Model Risk Management (Model Development / Model Validation) + Credit Risk or Fraud Risk Open Levels - Sr Engagement Manager / Assistant Director Experience - 8 Years - 16 Years Locations - Chennai / Bangalore / Hyderabad - Hybrid Mode Notice Period - 0- 30 Days Only or Immediate Joiners Job Responsibilities: 1. Monitor and validate aggregate model risk in alignment with bank's risk strategy 2. Perform independent validations of financial, statistical, and ML models commensurate with their criticality ratings 3. Assist with the validation and review of models regarding their theoretical soundness, testing design, and points of weakness 4. Interpret data to recognize any potential risk exposure 5. Development of challenger models that help validate existing models and assist with outcome analysis 6. Ensure compliance with the model risk monitoring framework 7. Evaluate governance for Model Risk Management by reviewing policies, controls, risk assessments, documentation standards, and validation standards Required Qualifications, Capabilities and Skills: 1) Degree Graduate/master's degree in statistics, econometrics, mathematics, computational finance, or similar 2) Deep knowledge in Quantitative methods / econometrics/ statistics. Desired Experience: 1) Experience in a quantitative risk function 2) Prior experience in Model Validation /development in Banking domain 3) Good working knowledge of, Python and SQL, Machine learning, exploratory data analysis 4) Good Report writing skills Desirable Skills: 1) Prior experience in development/validation of statistical model in Fair lending/Credit risk/Anti money laundering 2) Good to have experience in building risk models related to Organization and Behavior scorecard 3) Hands on Development experience in python/py-spark/ SAS

- We are hiring for a leading Investment bank based at Mumbai - Experience : 3-6 yrs in Model Development for financial Services with good SAS/ SQL & Python programming skills - Education :Masters / MBA ; in Economics, Mathematics, Statistics, Finance, Computer science From Tier 1 with good knowledge in CCAR / Credit risk Models Role & Responsibilities : - Develop credit risk models/CCAR models - Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes - Manage the model life-cycle from first-line of defense perspective and participate in Segmentation - Involved Risk Identification, overlay discussions with Businesses and Finance teams. - Responsible for understanding changes to quantitative requirements published by MRM in Model Testing Guidance and presenting the key changes to senior model development leads - Contribute to model convergence initiatives as part of firms Transformation journey for different businesses. -Responsible to explain model results to front-office

Please Note: ========== One of our Gulf client is looking for Credit Risk Analyst in their financial department. Spectrum Consulting is acting as Recruitment Services company for this position. You can email your CV directly to: spectrumconsulting1977@gmail.com ========== Job Title: Credit Risk Analyst Onsite Job Location: Dubai - UAE Doha - Qatar Riyadh - Saudi Arabia Onsite Monthly Salary: 15k to 20k AED [ Depending on Experience ] , Full Tax free Salary Gulf Work permit & visa will be sponsored by the company Offshore Job Location: Mumbai Bangalore Hyderabad Offshore India Annual CTC: INR. 15 LPA to 40 LPA (Depending on Experience) No. of positions: 03 Project Duration: 24 Months Experience Needed: 8 - 20 Years Job Description: We are looking for an experienced Credit Risk Analyst with BASEL / IFRS9 / CCAR Skills Job Responsibilities As a credit risk analyst, you should be: Expert in 1 or more of the following: - Credit Risk Modelling with: - BASEL - IFRS9 - CCAR - Structural Models - Strong knowledge of credit risk measures, PFE, xVA, compliance rules, and collateral management. - Experience with Basel 2, Basel 2.5, Basel 3, SA-CCR, SIMM, FRTB-xVA. - Able to do credit evaluations of counter parties for financial/non-financial institutions - Carry out financial qualification of service providers for new assignments and new projects - Conduct in-depth analysis of financial statements and employ the company internal credit model to derive credit ratings. - Ensure new business transactions and related risks are appropriately defined, captured, and managed, by the Company's risk methodologies and systems. - Maintain approved credit limits and ratings in credit database. - Actively monitor counterparty credit ratings and latest market developments to keep management informed on potential risks. - Perform stress testing on various portfolios in order to identify and mitigate unwanted exposure. - Review policies, procedures, and align risk policies across the Group - Assist in the consolidation and preparation of reports for top management Nice to have: - Experience with Murex (MLC), Markit, Calypso, Finastra is added advantage but not mandatory Experience Level: 5 - 20 Years Business Verticals: Banking and Financial Services -- Insurance / Banking Insurance Stock Market / Investment Banking Retail Telecom Healthcare Oil and Gas Travel and Hospitality Supply Chain / Logistics Capital Markets / Stock Markets / Forex Trading Job REF Code: CREDITRISK_0325 You can EMAIL your CV to: spectrumconsulting1977@gmail.com If you are interested, please email your CV as ATTACHMENT & - write about your CREDIT RISK experience as covering note and - explaining your CREDIT RISK experience with job ref. code [ CREDITRISK_0325 ] as subject

JD - Senior Data Scientist - Mumbai based NBFC Experience - 4-8 Years 5 Days work from Office Mandatory Skills - BFSI relevant exp (banking and NBFCs only) Model Development experience (Scorecards - Application & Behavioural) / Credit Risk Models(PD, EAD, LGD) CRIF / CIBIL / Credit Bureau data experience Strong coding skills Python & SQL Role & responsibilities 4 6 years of relevant analytics experience in banks, NBFCs, Fintechs, consultancies. Lead end to end execution of analytical requirements including model development, implementation & stakeholder communication. Strong understanding of ML algorithms and statistical modelling to address problems predominantly in BFSI domain. Articulate complex data science models / analysis to relevant audience and effectively present the solution in a concise & neat manner. Design, prototype, build & maintain frameworks for consumption of machine learning models at scale. Perform feature engineering through extracting meaningful features from traditional and alternate data sources. Mentor team of data scientists Preferred candidate profile Proficiency in Python, SQL, AWS / GCP / Azure Bachelors / Masters degree in mathematics, Statistics, Economics, Computer Science or other quantitative course Modelling expertise proficient in building predictive & statistical models Technical expertise proficiency in Python, SQL, AWS, big data frameworks Stakeholder communication Able to work in a cross functional environment involving multiple teams

JD - Data Scientist - Mumbai based NBFC Experience - 1-4 Years 5 Days (Work from Office) Mandatory Skills - BFSI relevant exp (banking and NBFCs only) Model Development experience (Scorecards - Application & Behavioural) / Credit Risk Models(PD, EAD, LGD) CRIF / CIBIL / Credit Bureau data experience Strong coding skills Python & SQL Role & responsibilities Developing Statistical model/ Scorecards (Application & Behavioural) / Credit Risk Models (PD, EAD, LGD) independently Engage in advanced data analysis to uncover trends and correlations. Utilize statistical methods and tools to drive insightful recommendations for business strategies and process improvements. Use the data insights to design, develop and build scalable and advanced machine learning models, algorithms and implement them in production through robust systems and architectures Work closely with stakeholders across various departments including product, business analytics, marketing, operations and tech teams and influence business strategy Be abreast of the advanced research and techniques in the deep-learning and artificial intelligence space, and conduct experiments to give the best output Identify, develop, manage, and execute data analyses to uncover areas of opportunity and present business recommendations to drive cost benefit analysis and go/no-go decisions on various initiatives Develop a roadmap and metrics to measure progress of the initiative they own Lead initiatives for full-scale automation in collaboration with data engineering teams, enhancing data accuracy and operational efficiency Preferred candidate profile Degree in mathematics, Statistics, Economics, Computer Science or another quantitative course Excellent understanding of machine learning techniques and algorithms, such as k-NN, Naive Bayes, SVM, Decision Forests, LLM, Generative AI, NLP, Transformer etc. A strong level of proficiency in data engineering and ML orchestration services, such as S3, dynamoDB, AWS Sagemaker, AWS Step Functions, AWS CodeCommit, AWS Code Pipeline 1+ years of data querying languages (e.g. SQL), scripting languages (e.g. Python)