Credit Risk Associate/Sr. Associate Developing/Validating Mumbai,Banga
- Black Turtle
- 2 - 7 years
- Noida, Gurugram
- 2 days ago
- Email to a friend
- Report this job
Job Description
Credit Risk Analytics Professional Job Specification:
Candidate would be responsible for developing, validating, auditing and maintaining credit
risk models. Candidates would be expected to support financial institutions on meeting jurisdictional
regulatory requirements and their broader risk management initiatives.
Multiple positions required;
Experience level 2-12 years of experience;
Location: Bangalore
Core Skill Requirements
Candidate must have relevant experience in in statistical / mathematical modeling, quantitative
research, credit risk management, or related field at a reputed bank, investment or broker
services, asset management firm, Insurance provider or a consulting firm. Wider skill requirements
include:
- Experience in Credit Risk Modeling PD/LGD/EAD TTC, PIT, Stressed and
unstressed portfolio
- Experience in Model Development, Model Validation, Model Audit (implementation and
execution experience will not be considered directly relevant)
- Knowledge of one or more of global regulatory norms - CECL, IFRS 9, CCAR/DFAST,
Basel II/III, SR-11/7, E-23 around data sufficiency, modeling methods, industry standards etc.
- Well versed with one or more statistical techniques used in credit risk modeling
Logistic Regression, Time series, OLS, Probit models, Survival techniques, Tobit, Fractional
Logistic, Beta model, State Transition Matrix, Single Factor Merton model etc. Experience in
Machine learning algorithms like Random Forest, SVM, Neural Network etc. and Artificial
Learning use cases such as Natural Language Processing, Robotics etc. will be a plus
- Proficiency in one or more analytical tools such as SAS, R, Python, Matlab, Scala, VBA etc.
Experience in Data Science and cloud based analytics platform will be a plus
- Understanding of credit risk metrics like RWA, Expected loss, Regulatory and Economic
capital, OTTI, Watchlist, Asset quality etc.
- Conceptual understanding of the data and methodology used for credit risk regulatory models
- Leveraging experiential know-how of a wide range of loan types, including C&I, CRE, RRE, ABL,
Leasing, Credit Card, Vehicle, Personal etc.
- Prior experience in domains like commercial banking, retail banking, treasury, investment
management and strong knowledge of risk data analysis and development, strategy design and
delivery deployment.
- Vendor Experience
- Experience in bureau data from credit unions e.g. D&B, Experian, Equifax, Transunion
- Experience in vendor models and ratings like Fitch, Credit pro, Moody etc.
- Knowledge about external / benchmark models on consumer portfolios is a plus (FICO
Score, Standards and Poor's, Fitch or Moody's Ratings)
- Selecting, implementing and/or using commercial credit risk workflow, analytics- e.g.,
Moody's KMV, S&P and/or, reporting technologies- e.g., Oracle, Cognos, et al.
Non-functional skill requirement
Preferred candidate profile
Job Classification
Industry: Management ConsultingFunctional Area / Department: Data Science & AnalyticsRole Category: Data Science & Analytics - OtherRole: Data Science & Analytics - OtherEmployement Type: Full timeContact Details:
Company: Black TurtleLocation(s): Noida, Gurugram
Keyskills: Credit Risk Validation Development Ccar
Similar positions
Black Turtle
Black Turtle is a leading executive search firm and services over 75% of the fortune 500 companies Financial Services, Consulting, Consumer Goods, E-Commerce and Technology/IT sector. With mandates from across the world, Black Turtle has built its position, one relationship at a time. o...
Job Listings
We are in open beta version of website, please let us know if any issues, at: info(at)indigojobs.in