Expert Financial Modeler

1 day ago


Ahmedabad, Gujarat, India beBeeCreditRisk Full time ₹ 1,50,00,000 - ₹ 2,50,00,000
Lead Consultant - Credit Risk Specialist

We are seeking an experienced Lead Consultant to manage consulting engagements with leading banks, financial institutions and corporates. The successful candidate will have extensive experience in IFRS 9 model development, ECL computation, and credit risk areas.

Key Responsibilities:
  • Manage consulting engagements on IFRS 9 model development, ECL computation, and credit risk areas.
  • Demonstrate knowledge of loan products and characteristics, including wholesale loans, auto loans, personal loans, mortgage finance, education loans, etc.
  • 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 day-to-day execution of client projects, including designing and monitoring project plans.
Required Skills and Qualifications:
  • 8+ years of experience in full-time roles, with a strong background in IFRS 9/ IndAS 109, PD/LGD/EAD model development and validation, ECL calculation, and the IFRS 9 standard.
  • Graduate or postgraduate degree in a relevant field.
  • Familiarity with MS Excel, VBA, Python, R, SAS, and ability to write and speak fluently in English.
Benefits:
  • Full time employment.
  • 22 working days per year leave.
  • Career growth opportunities.
  • Performance incentives.
Others:
  • Work permit requirements: Indian Citizen or valid work permit in India.
  • Probation period: 6 months.


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