Responsibility :

• Opportunity to work on credit risk and IFRS 9 modelling engagements with leading banks, financial institutions, NBFCs, insurance companies and corporates.
• Knowledge of banking set-up and various loan product and their characteristics including wholesale loans, auto loans, personal loans, mortgage finance, education loans, etc.
• Extensive knowledge of concepts related to default and recovery rate modelling including roll rate analysis, periodic default rates, statistical methods including regression models, Markov chains, etc.
• Knowledge and understanding of credit concentration, credit risk mitigants, counterparty credit risk management and credit risk stress testing.
• Demonstrate functional understanding and interface with clientele during implementation engagements.

Requirements :

• Demonstrate knowledge about different types of loans and banking products
• Demonstrate knowledge about credit risk modelling, PD, LGD, ECL, etc.
• Demonstrate experience of various methodologies used for modelling default rates, credit scores, recovery rates, etc.
• 1 – 10 years of experience required.
• Areas of past experience preferred: Credit risk modelling, Credit scoring models, Credit rating models, Credit risk stress testing, Probability of Default (“PD”) and Loss Given Default (“LGD”) models validation