AVP / Associate

Crescendo Global Services
  • Mumbai
  • Confidential
  • 4-9 years
  • Views
  • 18 Jan 2018

  • Finance/ Accounts

  • Banking - Retail
Job Description

BEING A PART OF THEIR CREDIT RISK MODELING ANALYTICS TEAM, YOU WOULD BE RESPONSIBLE FOR:- - Working on multiple projects across multiple retail and wholesale banking products and applying various predictive analytics in building scorecards and loss forecasting models - Providing solutions in BASEL II A-IRB and IFRS9 Credit Risk parameter (PD, LGD, CCF modeling) estimation - Leading multiple projects and have extensive experience in core Model Development, LDP Modeling, Scorecard Development, Economic capital modeling, BASELIII /CCAR norms. - Analyzing data using statistical languages like SAS and UNIX - Extensive tactical data analysis and model development for client engagements using a variety of programming languages - Serving as subject matter authority on financial and statistical markets model development and implementation expertise .

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Crescendo Global Services