Credit Risk Model Development Expert

1 month ago


Gurgaon, Haryana, India KPMG India Full time
About KPMG India
KPMG entities in India offer professional services to national and international clients across various sectors.
We strive to provide rapid, performance-based, industry-focused and technology-enabled services, reflecting a shared knowledge of global and local industries and our experience of the Indian business environment.
We are seeking an experienced credit risk model development expert to join our team. Your key responsibilities will include:
  • Credit risk model development from exploratory data analysis to scorecard calibration.
  • Validation of credit risk models, including data preparation and analysis, validation tests, back testing, scenario analysis, and sensitivity analysis.
  • Detailed knowledge of IRB, IFRS 9, CECL, CCAR, SR-11-7, TRIM, CRD, and CRR guidelines.
  • Sound understanding of credit risk model validation, including time series analysis and forecasting.

Equal Employment Opportunity
KPMG India is committed to providing equal opportunities for all applicants and employees, regardless of their background, age, sex, national origin, citizenship, sexual orientation, gender identity, or disability. We value diversity and would like to request your support in this endeavor.

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