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Senior Analyst-Credit Risk (PD,LGD,EAD,IFRS9)
Senior Analyst-Credit Risk (PD,LGD,EAD,IFRS9)Evalueserve • India
Senior Analyst-Credit Risk (PD,LGD,EAD,IFRS9)

Senior Analyst-Credit Risk (PD,LGD,EAD,IFRS9)

Evalueserve • India
11 hours ago
Job description

Elevate Your Impact Through Innovation and Learning

Evalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With a presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and unparalleled subject matter expertise to elevate our clients' business impact and strategic decision-making. Our team of over 4,500 talented professionals operates in countries such as India, China, Chile, Romania, the US, and Canada. Our global network also extends to emerging markets like Colombia, the Middle East, and the rest of Asia-Pacific. Recognized by Great Place to Work® in India, Chile, Romania, the US, and the UK in 2022, we offer a dynamic, growth-oriented, and meritocracy-based culture that prioritizes continuous learning and skill development, work-life balance, and equal opportunity for all.

About Risk and Quant Solutions (RQS)

Risk and Quant is one of the fastest growing practices at Evalueserve. As an RQS team member, you will address some of the world’s largest financial needs with technology proven solutions. You would solve these banking challenges and improve decision making with award winning solutions.

What you will be doing at Evalueserve

  • Work hands-on in development, re-development, and calibration of risk and regulatory models for Credit Risk i.e. PD, LGD, EAD.
  • Data and quantitative analysis to support modelling decisions and ensure the correctness of the market data sourced from several vendors.
  • Work on the development of model methodologies, algorithms, and diagnostic tools for testing model robustness, sensitivity, and stability.
  • Detailing of model techniques and interpretation of variables used in the models to be documented and presented to client stakeholders.
  • Develop model performance metrics and a detailed model monitoring plan to ensure continued use of these models
  • Development of benchmark models may be required
  • Develop thorough technical documents for distribution and presentation to senior management, model developers, auditors, and regulators.

What we’re looking for

  • 3-6 years of experience in predictive modelling of regulatory and non-regulatory credit risk domain.
  • Hands-on experience in Python is needed. It is good to have SAS coding experience.
  • Experience in developing, validating models and risk management of credit risk models.
  • Knowledge of various statistical techniques and proven skill in regulatory and non-regulatory credit risk modelling
  • Understanding and experience on the regulatory risk model development / validation guidelines – SR 11-7, Basel IRB, CCAR, CECL, IFRS9 etc.
  • End-to-end development or independent validation of credit risk and regulatory models.
  • Excellent knowledge of various statistical techniques
  • Self-driven, proactive, “can-do” attitude. Ability to work under ambiguity and with minimal supervision.
  • Disclaimer : The following job description serves as an informative reference for the tasks you may be required to perform. However, it does not constitute an integral component of your employment agreement and is subject to periodic modifications to align with evolving circumstances.

    Please Note : We appreciate the accuracy and authenticity of the information you provide, as it plays a key role in your candidacy. As part of the Background Verification Process, we verify your employment, education, and personal details. Please ensure all information is factual and submitted on time. For any assistance, your TA SPOC is available to support you

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    Senior Risk • India

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