Credit Risk Modelling

4 weeks ago


GurgaonGurugramBangalore, India iimjobs Full time

Credit Risk Modelling - PD/LGD/EAD Models


Experience : 3 to 8 years

Job Description :

- Experience in a Credit Risk environment.

- Previous experience with statistical modelling techniques and models management

- Worked on developing and validating PD, LGD, EAD models, Scorecards, IFRS9 Models, CCAR models

- Expert and hands-on (using SAS and other statistical tools Python/R/Matlab) in the development and validation of models, data and risk frameworks;

- Proficient in Microsoft Office; knowledge of VBA is a plus;


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