IRB Modelling @ Global Consulting

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IRB Modelling

Global Consulting
3 - 7 years
Bengaluru
3 months ago
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Job Description

Job Description:

Understanding of Basel Framework, PD, EAD, LGD and Regulatory Capital.
Proficiency in SAS and Python for Model Development
Good Understanding of Regulations and has experience of IRB Model Development
Good understanding of retail credit risk products and their key variables.

Job Classification

Industry: IT Services & Consulting
Functional Area / Department: Risk Management & Compliance
Role Category: Finance
Role: Credit Risk
Employement Type: Full time

Contact Details:

Company: Global Consulting
Location(s): Bengaluru

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Keyskills: IRB Modelling SAS Lgd Ead Credit Risk Modelling Stress Testing Risk Modeling Ccar Model Development Basel Cecl IRB Credit Risk Scorecard Rwa PDS Python

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IRB Modelling @ Global Consulting

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IRB Modelling

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