Credit Risk Analyst

2 weeks ago


Gurugram, India EXL Full time

Skillset -Model Development + SAS/Python +Banking


Responsibilities:

  • Helping with various aspects of model risk management (first line or second line) and regulations
  • Perform all required tests (e.g. – model performance, sensitivity, back-testing, etc.)
  • Interact with model governance team on model build and model monitoring
  • Work closely with cross functional teams including business stakeholders, model validation and governance teams
  • Deliver high quality client services, including model documentations, within expected timeframes

Requirements :

  • Experience in executing end to end monitoring/validation/production/implementation of credit risk models, especially CCAR/CECL/IFRS9 regulatory models.
  • Strong understanding of credit risk regulatory models

understanding with respect to marketing/general analytics problems

  • Managing assigned projects in a timely manner, ensuring accuracy and that deliverables are met.
  • Training, coaching and development of team members

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