Credit Risk Modeler

4 weeks ago


Any Location, India iimjobs Full time

- Exposure to credit risk management processes within Retail and/or Wholesale banking business.

- Good understanding of the model life cycle and model risk management standards such as SR11/7 and SS3/18.

- Expert in credit model development and/or validation of - impairment models (IFRS9/CECL) and/or regulatory capital models (AIRB) and/or stress testing models and/or other credit risk models.

- Ability to independently review model documentations, undertake appropriate qualitative & quantitative analysis and author high quality analytical documentation.

- Sound knowledge of current market trends and the regulatory agenda related to credit risk models - particularly from a European context.

Communication:

- Strong communication (oral and written) and influencing skills.

- Ability to effectively manage senior stakeholders and build relationships.

Technology:

- Must-have: SAS, MS Excel

- Nice-to-have: Python, R, SQL


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