Credit Risk Modeling- Consultant

Location
Contract Type
Permanent
Salary
₹ 1,200,000 - 2,000,000
Published
Contact
Bhat Isha
Reference
29-3-8203
Academic title
MBA/PGDM
Job description

Responsibilities:

▪ Working directly with Client and managing Client

▪ Managing multiple project in multiple geographies

▪ Handling teams of multiple projects across different areas of analytics, risk management etc.

▪ Client Handling - Understanding client requirements, problems etc.

▪ Preparing presentation and presenting it to Senior Management (Client)

▪ Will be responsible of different project ranging from:

o IFRS 9 Modeling

o Development/Validation of PD (Application & Behavioral Scorecard), LGD and EAD Retail Models

o Developing/Validation Rating Models for Corporate banking portfolios

o Stress Testing Models

o Develop/validate models like Collection, Propensity, Maturity, Pricing, etc.

o Advanced Analytics Solution (Machine Learning, Digital Lending etc.)

o Development of acquisition fraud scorecard

o Loss Forecasting

o Developing Rating Models for Corporate banking portfolios

o Developing Economic Models

o Developing ICAAP & RAROC Model

Requirements

You have 1 to 5 years of relevant analytics/risk/business experience and you are passionate about improving yourself. You have

previous experience in risk analytics, retail analytics, corporate/wholesale analytics, marketing analytics, data science, model

development, model validation, model monitoring or other risk management related projects. You have experience of SAS, R,

SQL, VBA & Python, not to mention good power point and excel skills. However, knowledge of other applications would also be an

advantage. You have cleared CFA & FRM.

experience in model development and model validation role.

Sas/R/Python – statistical modeling knowledge is strong

Other notes
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