Credit Risk Specialist

3 weeks ago


bangalore, India EliteRecruitments Full time
Hi Folks,
We are hiring for one of the Big 4 for Bangalore location.
Credit Risk Role
Skills : Model Development, IRB LGD PD , EAD, Credit Risk , BASEL, SAS
Experience - 2 to 12 years
Responsibility
• 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 credit card, CRD, CRR guidelines.
• Regulatory Guideline - PRA, EBA, FED, HKMA

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