Job Description
Job Description
-Good understanding of Basel norms such as, data sufficiency, modeling methods, hands on experience on building the PD, LGD models ( Through the Cycle, Point of time,Stressed and unstressed portfolio).
-Conceptual understanding of the data and methodology used for top credit risk regulatory models (e.g., PD/EAD/LGD models, Stress Testing models, Economic Capital Models etc.).
-Knowledge of risk regulations in top markets (i.e., US, EMEA and APAC).
-Hands on experience on data manipulation, utilizing various tools like SAS, R, SPSS for building acquisition, PD/ LDG, Behavioral Risk Models.
-Understanding of model objectives and creating model development plan Qualifications
Must have Bachelor/Masters degree in a related field linked to Business Analytics, Economics,Computer Science,Management, Operations Research or Statistics from Tier 1 Institution.