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Cacti Legal - Credit Risk Analytics/Credit Risk Modelling Role

3.00 to 6.00 Years   Chennai   09 Feb, 2023
Cacti Legal
Job LocationChennai
EducationNot Mentioned
SalaryNot Disclosed
IndustryLegal
Functional AreaGeneral / Other Software
EmploymentTypeFull-time

Job Description

    - Performing Risk Analytics activities to develop models and support the bank on various analytical initiatives- Assist in modelling key risk estimates PD, LGD and EAD for AIRB and IFRS9 framework- Regularly engage in model development, validation, and re-development activities- Other risk analytics activities include assisting in review and re-development of Macro-Economic Model, RAROC Calculator - Risk Adjusted Return on Capital- Period reporting (internal & regulatory) of various Risk Metrics- Engage in model risk management activities,

Keyskills :
risk analyticsrisk managementmodel developmentanalyticsreporting

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