Tata consultancy services | credit risk modeller

5 days ago


Mumbai, India Tata Consultancy Services Full time
Role - Credit Risk Modeller
Experience - 4-10 years
Model development/validation/audit/review primarily for one or more credit loss forecasting models in either retail or wholesale domain primarily for CECL/CCAR/DFAST reporting including PD/EAD/LGD component models. Validation process involves understanding of development document, testing, and benchmarking using SAS, and report writing.
Role description
Provide analytical support and manage projects to deliver retail and commercial credit risk and decision models to support risk management and decision making.
The following accountability apply to the most roles and decision science at this level but there may be some variation depending on specific role in the team
Skills, knowledge, and experience
Degree with quantitative content or equal skills derived from experience.
Experience extracting, manipulating, and drawing insight from the data
Experience of working on design, development, and validation of credit risk models
excel SAS, SQL, or similar experience
demonstrates initiative and problem-solving skills
good organisational and project management skills and ability to deliver tasks and project to deadlines
good written and verbal communication and presentation skills and ability to build report with the stakeholders to suggest the solution and communicate the impacts
good knowledge of the fundamental principles of banking credit Risk management and economics
technical leadership and coaching
practical application of statistical modelling techniques and technical methods
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