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Credit Risk Role - Model Validation - Big4

1.00 to 5.00 Years   Bangalore   01 Sep, 2022
Job LocationBangalore
EducationNot Mentioned
SalaryNot Disclosed
IndustryRecruitment Services
Functional AreaSales / BD
EmploymentTypeFull-time

Job Description

    Your responsibilities will include:- Work with the clients in the US, UK, Australian and South-East Asian market to assist them in credit and market risk engagements pertaining to model development/validation, credit policy review, credit origination process review.Key engagement responsibilities would be :- Model development of one or more of CCAR/DFAST/ IFRS 9 modelling and PPNR including Stress Testing, Balance Sheet forecasting, Deposit Modelling/PD/EAD/LGD, Loss Forecasting, Underwriting scorecard, Credit Scoring and other behavioural models)- Advanced statistical and quantitative modelling skills (linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, CHAID and other data mining/predictive modelling skills)- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation and its fit-for-purpose, designing to evaluate the models predictive power and its robustness uncertainty through the development and use of alternative benchmark models.,

Keyskills :
policy reviewlogistic regressionstress testingcredit policymarket riskcredit scoringmodel validationmodel developmentbalance sheet

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