Hiring | Credit Risk Modelling Consultant |
Bangalore/Mumbai (Hybrid) |
Contract | Banking Domain
| Experience: 8+ Years
Core Expertise: PD Models | LGD Models | EAD Models | Internal Rating Models | Scorecards (A-Card/B-Card) | Stress Testing | ICAAP | Model Validation | Credit Portfolio Risk
Regulatory: Basel II/III/IV | IFRS 9 | ICAAP | Risk Governance
Analytics: Logistic Regression | Survival Analysis | Decision Trees | Machine Learning | Time Series Analysis | Model Calibration
Technical Skills: Python | SQL | Excel/VBA
Platforms: OFSAA | SAS Credit Risk | Moody's Analytics | FIS Risk Solutions | Experian
Banking Experience: Corporate Banking | Retail Banking | SME Banking
Key Responsibilities: Rating Models | PD/LGD/EAD Development & Validation | Early Warning
Systems (EWS) | Concentration Risk | Credit Risk Limits | Stress Testing | Back Testing | Benchmarking | Sensitivity Analysis | Regulatory Reporting | Audit & Governance
⭐ Ideal Profile: ...