Opportunity for Credit Risk Modelling Expert

3 weeks ago


Pune, Maharashtra, India travash Full time

Credit Risk Modelling is a critical function in the financial industry, and we are seeking a skilled professional to join our team at Travash. The ideal candidate will have experience in developing and validating PD/LGD/EAD models, as well as expertise in statistical modelling techniques and models management.

Responsibilities:

  • Develop and implement credit risk modelling PD/LGD/EAD models
  • Work on developing and validating PD LGD EAD models scorecards, IFRS9 models, and CCAR models
  • Expertise in developing and validating models data and risk frameworks

Qualifications:

  • Bachelor's degree in a relevant field or CA/Masters
  • Experience in a credit risk environment

Key Skills:

  • Expertise in SAS, Python, R, and Matlab
  • Strong analytical and problem-solving skills

How to Apply:

Please share your resume along with the below details: CCTC, ECTC, PAN Number, and Date of Birth.

Keywords: credit risk, LGD, EAD, CCR



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