Credit Risk Specialist

1 week ago


Bengaluru, Karnataka, India EliteRecruitments Full time
Hi Folks,We are hiring for one of the Big 4 for Bangalore location

Credit Risk RoleSkills:

Model Development, IRB LGD PD, EAD, Credit Risk, BASEL, SASExperience 2 to 12 yearsResponsibility Should have prior experience in model development, model validation or model monitoring with GSIBs or Indian Banks.

Good understanding of Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, good/bad definitions, factor selections, logistic/ linear regressions including assumptions and limitations, scorecard calibration Credit Risk Model Validation starting from data preparation and analysis, validation tests, backtesting, scenario analysis, sensitivity analysis Time Series analysis and forecasting Economic Capital computation Sound knowledge of IRB, IFRS 9, CECL, CCAR, SR-11-7, Scorecard, Wholesale & Retail Portfolio creditcard, CRD, CRR guidelines.

Regulatory Guideline PRA, EBA, FED, HKMA

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