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Credit Risk Specialist

Job Detail

  • Job ID 6324
  • Career Level  Others
  • Experience  2-4 Years
  • Industry  Finance
  • Qualifications  Degree Bachelor

Job Description

About The Job:

  • Role: Credit Risk Specialist
  • Location: Bengaluru
  • Notice Period: 30 to 45 days or an immediate joiner

Role:

  • 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

Required skills

Certifications in CFA/ FRM Communication skills Credit Risk Specialist Python SAS

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