Hi,

we are looking for Credit Risk Modeler for One of our Leading MNC Service firm based out of Across India.

Exp: 2-9years

Qualification: Full time Graduation

JD:

• Candidate must have experience in Credit Risk Management (development or validation)
• Should have good exposure into at least 3 out of below -

1. Predictive modelling

2. Risk Modeling (PD, EAD, LGD)

1. Regression Techniques - Logistic, Linear, etc.

2. Time Series Modeling

3. Economic Forecasting Models

4. Stress Testing, Back-testing

5. Decision/Scorecard Modelling (Behavior Scorecard, Acquisition Scorecard, Collection Scorecard)

1. Financial Regulations (anyone) - Basel, IFRS9, CCAR, CECL, PPNR, ICAAP, etc.

2. Tools experience (anyone)

1. SAS

2. Python

3. R

Edit job description Skills:- Credit risk, Basel, SAS, Python, R, Risk Modelling, IFRS, Predictive Modelling and Time series Modelling