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BriefCase

Consultant/senior Consultant Credit Risk Model Job in Tiger Analytics

Consultant/senior Consultant Credit Risk Model

Tiger Analytics 4+ weeks ago
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Job Summary ResponsibilitiesJob Responsibilities1) The Credit Risk Modelling team is responsible for the development, oversight and embedding of credit risk measurement models for the bank.2) The Credit Risk Model Developer plays an important role within the Credit Risk Modelling team to, develop the credit risk models to predict risk estimates such as PD, EAD, and LGD, and operational models to support credit risk decisions, Areas the Model could include but not limited to Regulatory Capital Calculation , Internal Capital Calculation ,Stress Testing and Origination Decisioning3) Conduct detailed analytical work with a high level of accuracy in order to deliver high level results to senior management, and contribute to the management and education of enhanced credit risk approaches.Required Qualifications, Capabilities and Skills1) Degree in Accounting, Commerce, Economics, Statistics / Mathematics, or Risk Mandatory2) Post graduate finance, economics or accounting qualifications requirementDesired Experience1) Experience in a quantitative risk function2) Background in lending and credit sufficient to make the person credible when discussing credit issues.Desirable Skills1) Prior experience in development of regulatory models under the guidance of IRB/IFRS9/CECL and CCAR2) Good to have experience in building risk models related to Organization and Behaviour scorecard3) Prior experience in credit risk strategy like CLI , policy analytics is preferred4) Hands on Development experience in python/py-spark/ SAS
Experience Required :

2 to 8 Years

Vacancy :

2 - 4 Hires

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