3 - 6 years

3 - 6 Lacs

Posted:1 day ago| Platform: Foundit logo

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Skills Required

Work Mode

On-site

Job Type

Full Time

Job Description

  • Good understanding of Basel norms such as data sufficiency and modeling methods
  • Hands-on experience building PD (Probability of Default) and LGD (Loss Given Default) models including Through the Cycle, Point of Time, Stressed and Unstressed portfolios
  • Conceptual understanding of credit risk regulatory models such as PD/EAD/LGD models, Stress Testing models, Economic Capital Models
  • Knowledge of risk regulations in major markets (US, EMEA, APAC)
  • Proficient in data manipulation using tools like SAS, R, SPSS for building acquisition, PD/LGD, and behavioral risk models
  • Ability to understand model objectives and create model development plans

Qualifications:

Bachelor's or Master's degree in Business Analytics, Economics, Computer Science, Management, Operations Research, or Statistics from a Tier 1 institution

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