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Senior Associate - IRB Modelling - Captives

Senior Associate - IRB Modelling - Captives

PwC India

5 - 9 years

0 Lacs

maharashtra

Posted:1 month ago| Platform: Shine logo

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Skills Required

pd lgd ead basel ii irb credit risk models retail portfolios wholesale portfolios

Work Mode

On-site

Job Type

Full Time

Job Description

As a Lead in this role, you will be responsible for: - Developing, enhancing, and maintaining IRB credit risk models (PD, LGD, EAD) for Retail and Wholesale portfolios, ensuring compliance with regulatory standards such as Basel II/III, ECB, PRA, SR 11-7, and internal model governance requirements. Qualifications required for this role: - Strong understanding and experience in implementing IRB credit risk models for Retail and Wholesale portfolios. - Familiarity with regulatory standards including Basel II/III, ECB, PRA, and SR 11-7. - Proficiency in model governance requirements.,

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PwC India

Business Consulting and Services

Kolkata West Bengal

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Senior Associate - IRB Modelling - Captives

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maharashtra

Senior Associate - IRB Modelling - Captives

PwC India

maharashtra

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Senior Associate - IRB Modelling - Captives