Opportunity for Credit Risk Modelling Expert
3 weeks ago
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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