Team Lead Credit Risk Modelling ECL Forward

8.0 - 12.0 years

35 - 37 Lacs

thane

Work from Office

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 Company's (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)...

Posted 4 days ago

AI Match Score

Apply

Lead Model validator Skillventory

7.0 - 12.0 years

8 - 18 Lacs

mumbai

Work from Office

Skills:- Should have worked on either development or validation of the financial models in the retail risk or wholesale risk or market risk, Conceptual understanding about Basel / IFRS-9/ IndAS-109 guidelines, Proficient on statistical, tree-based, machine learning modeling techniques, Strong proficiency in Python / R for development & validation of statistical techniques Effective project management & stakeholder management skills Strong documentation skills Desirable/ Good to Have Professional certification such as FRM Role & responsibilities - End-to-end validation & monitoring of the financial or non-financial models in the space of retail, wholesale, or market risk, That includes, evalu...

Posted 1 month ago

AI Match Score

Apply

Sr. Associate Operational Risk Management Hero Fincorp

8.0 - 13.0 years

22 - 27 Lacs

Gurugram

Work from Office

Job Responsibilities: - Establishing and maintaining effective stakeholder engagement across organization and escalate timely and actionable information to key stakeholders. Gather training and awareness requirements basis the recurring issues/ incidents reported to ORM team. Monitor Operational Risk through operations risk tools and ensure continuous monitoring and highlighting to HORM for issues/gaps identified. Managing incident & external event database, issues and action tracker, risk register, KRI and SOP database for businesses Coordinate with first line units to complete RCA of incidents or operational issues as per timelines. Coordinate with all units and ensure Process documents / ...

Posted 3 months ago

AI Match Score

Apply

Start Your Job Search Today

Browse through a variety of job opportunities tailored to your skills and preferences. Filter by location, experience, salary, and more to find your perfect fit.