• Risk Modeling

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    Experince : 3- 8 YEARS
    Designation : Risk modeling
    Client : Multiple Clients
    Academic Qualifications : Masters/PhD in Statistics, Economics, Mathematics or other quantitative discipline
    Type of Experience : Experience in developing credit risk models(PD/LGD/EAD)
    Type of Opening : Full Time
    Location : Bangalore/Mumbai/Gurgaon
    Description :

    Role Definition:

    Be a part of core Risk Modeling team working across multiple consumer lending products (Cards, Auto Loan, Personal Loan, Mortgages etc.) and geographies (US, ANZ, EMEA) in various areas of risk and regulatory modeling including PD, LGD, EAD models, ALLL, Stress Testing models etc.

    Required competencies

    • Strong domain understanding of Consumer portfolios, with experience in one or more of the following products - Cards, Auto Loan, Personal Loan, Mortgages

    • Good understanding of Basel norms around data sufficiency, modeling methods, hands on experience on building the PD, LGD models ( Through the Cycle, Point of time, Stressed and unstressed portfolio)