Good understanding of Basel norms such as data sufficiency and modeling methodsHands-on experience building PD (Probability of Default) and LGD (Loss Given Default) models including Through the Cycle, Point of Time, Stressed and Unstressed portfoliosConceptual understanding of credit risk regulatory models such as PD / EAD / LGD models, Stress Testing models, Economic Capital ModelsKnowledge 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 modelsAbility to understand model objectives and create model development plansQualifications :
Bachelor's or Master's degree in Business Analytics, Economics, Computer Science, Management, Operations Research, or Statistics from a Tier 1 institution
Skills Required
Data Manipulation