Risk modelling / Credit risk
ConfidentialPune, Bengaluru / Bangalore, Gurgaon / Gurugram30+ days ago
Job description2+ years of experience in Credit Risk Modelling, Analytics, or related field. Strong expertise in Basel II, Basel III, CECL, and CCAR within the IFRS9 framework. Proficiency in Python, R, or SAS, with an understanding of machine learning algorithms.
Roles and Responsibilities :
- Develop credit risk models using SAS, SQL, and statistical techniques to predict defaults, losses, and credit metrics.
- Collaborate with cross-functional teams to implement effective credit risk strategies.
- Conduct stress testing and scenario analysis to identify risks and growth opportunities.
- Provide data insights and recommendations on loss forecasting, scorecards, and portfolio performance.
Desired Candidate Profile :
Skills Required
Sas, Sql, Python, risk modelling, Credit Risk
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Risk • Pune, Bengaluru / Bangalore, Gurgaon / Gurugram