Credit Risk Model Development - Senior Consultant

Location
Contract Type
Permanent
Salary
₹ 2,100,000 - 3,000,000
Published
Contact
Singh Smita
Reference
29-3-8184
Academic title
B.Tech/B.E.
MBA/PGDM
Job description

Responsibilities:

▪ Managing multiple projects in multiple geographies

▪ Handling teams of multiple projects across different areas of analytics, risk management etc.

▪ Handling pre sales meetings with clients

▪ Keeping track of latest regulatory updates & preparing offering on them

▪ Client Handling - Understanding client requirements, problems etc.

▪ Preparing presentation and presenting it to Senior Management

▪ Liaison with clients for understanding their problems & providing appropriate solution

▪ Preparing presentations and other documents as per client requirements

▪ Doing independent research to come up with innovative solutions/ideas

▪ Provide thought leadership and hands-on experience for ongoing initiatives

▪ Train and guide team of consultants

▪ Will be responsible of different project ranging from:

o IFRS 9 and Basel Modeling

o Developing Rating Models for Corporate banking portfolios

o Stress Testing, ICAAP & RAROC

o Developing Economic Models

o Development of PD (Application & Behavioral Scorecard), LGD and EAD Retail Models

o Loss Forecasting

o Developing different types of retail model related to customer lifecycle

o Advanced Analytics Solution (Machine Learning, Digital Lending etc.)

Requirements

Skills Required:

6 +Yrs experience into IFRS 9 / Basel Modeling/ Economic Models/Development of PD (Application & Behavioral Scorecard), LGD and EAD Retail Models

Benefits

CTC - 3000000

Location- Bangalore/Mumbai

Work Shift: As per UAE schedule

Other notes
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