Risk modelling/Credit risk-- US MNC (analytics)
- US MNC (Analytics)
- 3 - 8 years
- Pune
- 13 days ago
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Job Description
Roles and Responsibilities
- Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics.
- Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives.
- Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth.
- Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance.
Desired Candidate Profile
- 2+ years of experience in Credit Risk Modelling/Analytics or related field.
- Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework.
- Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.
Job Classification
Industry: Analytics / KPO / ResearchFunctional Area / Department: Data Science & Analytics
Role Category: Data Science & Analytics - Other
Role: Data Science & Analytics - Other
Employement Type: Full time
Contact Details:
Company: US MNC (Analytics)Location(s): Pune
Keyskills: Python Predictive Modeling SAS Loss Forecasting Model Risk Lgd Credit Risk Modelling Stress Testing Risk Modeling Machine Learning Ccar SQL Model Development Fraud Analytics fraud modeling Risk Analytics Statistical Modeling fraud detection Scorecard IFRS Risk Strategy
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