Credit Risk Analyst

1 month ago


Uncha Samana, 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 regulationsPerform all required tests (e.G. – model performance, sensitivity, back-testing, etc.)Interact with model governance team on model build and model monitoringWork closely with cross functional teams including business stakeholders, model validation and governance teamsDeliver high quality client services, including model documentations, within expected timeframesRequirements :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 modelsunderstanding with respect to marketing/general analytics problemsManaging assigned projects in a timely manner, ensuring accuracy and that deliverables are met.Training, coaching and development of team members


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