Manager- Credit Risk Job in Evalueserve

Manager- Credit Risk

Evalueserve 4+ weeks ago

Gurgaon, Haryana
Not Disclosed
Full-time
Permanent

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Job Summary Responsibilities at Evalueserve: - Develop models for retail and wholesale portfolios, including scorecard models and IFRS 9/CECL models. ### Qualifications We Seek: - In-depth knowledge of credit risk models for wholesale portfolios, including model structure, variable treatments, data frameworks, and the overall model development process. - Extensive understanding of statistical methods and tools such as logistic regression, Bayesian statistics, the Markov chain process, and time series analysis. - Familiarity with credit risk models, including Probability of Default (PD), Exposure at Default (EAD), Loss Given Default (LGD), scorecards, IFRS 9, and the Basel II Internal Ratings-Based (IRB) approach for credit risk. - Proficiency in programming with SAS and Python (including Object-Oriented Programming), as well as knowledge of statistical procedures and automation capabilities in these languages. - Understanding of various credit risk model constructs and the associated modeling frameworks. - Knowledge of the consumption layer of curated data, focusing on model development for credit risk, particularly in relation to IFRS 9, stress testing, and AIRB models (PD, LGD, and EAD).

Experience Required :

6 to 8 Years

Vacancy :

2 - 4 Hires