
Senior Manager Credit Risk Analytics
2 days ago
Lead Expert in Credit Risk Modelling
As a Lead Expert in Credit Risk Modelling, you will oversee and direct consulting engagements with leading financial institutions. Your key responsibilities will include:
- Independently lead and manage consulting engagements covering areas such as IFRS 9 model development, ECL computation, enhancing the approach to ECL and provisions along with other credit risk areas.
- Demonstrate knowledge of concepts related to default and recovery rate modelling including roll rate analysis, periodic default rates, statistical methods, regression models, Markov chains, etc.
- Lead and drive day-to-day execution of client projects.
- Design and monitor detailed project plans for assigned engagements.
In order to be successful in this role, you should have a strong background in finance, accounting or a related field, along with prior experience with IFRS 9/ IndAS 109, PD/LGD/EAD model development and validation, and ECL calculation. Additionally, you should have an excellent understanding of credit risk modelling, PD, LGD, ECL, and related concepts. You must also be able to write and speak fluently in English, and be familiar with MS Excel, VBA, Python, R, SAS, and other relevant tools and technologies.
Key Requirements
- 8+ years of experience in finance, accounting, or a related field.
- Prior experience with IFRS 9/ IndAS 109, PD/LGD/EAD model development and validation, and ECL calculation.
- Excellent understanding of credit risk modelling, PD, LGD, ECL, and related concepts.
- Ability to write and speak fluently in English.
- Familiarity with MS Excel, VBA, Python, R, SAS, and other relevant tools and technologies.
About Our Company
We are a company that values transparency, data-based performance evaluation, and career growth opportunities. We encourage mobility across our offices and offer a range of benefits, including medical insurance, leave policies, and performance incentives.
Selection Process
- Personal interviews: 2-3 rounds of interviews may be conducted, depending on the role's criticality and seniority.
- Final discussion on career and compensation: A separate discussion will be held to discuss compensation and career growth.
Preparation Required
- Understanding of products/exposures in the financial services industry (Banks/NBFC/Insurance).
- Demonstrate knowledge about credit risk modelling, PD, LGD, ECL, etc.
- Demonstrate experience of various methodologies used for modelling default rates, credit scores, recovery rates, etc.
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