Credit Risk Role Job Description:

• Should have prior experience in model development, model validation or model monitoring with GSIBs or Indian Banks.

• Good understanding of Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, good/bad definitions, factor selections, logistic/ linear regressions including assumptions and limitations, scorecard calibration

• Credit Risk Model Validation starting from data preparation and analysis, validation tests, back testing, scenario analysis, sensitivity analysis

• Time Series analysis and forecasting

• Economic Capital computation

• Sound knowledge of IRB, IFRS 9, CECL, CCAR, SR-11-7, Scorecard, Wholesale & Retail Portfolio, credit card, CRD, CRR guidelines.

• Regulatory Guideline - PRA, EBA, FED, HKMA

Degree/ Qualified accountant/FRM with regulatory reporting background :

• Strong quantitative and analytical skills with attention to detail and accuracy

• A power user of Excel spreadsheet and PowerPoint. Acumen and demonstrated knowledge to use visualization tools (i.e., Power BI) will be advantageous

• Investment banking product knowledge and other regulatory development around IB

• SAS, Python, R

• CA/MBA(Finance)/ M.SC (stats)

• Certifications in CFA/ FRM

Good communication skills, analytical and presentation skills are mandatory for the above skill set.