ERS -AM - Mumbai - GRR - Credit Risk Modelling

  • 1 Modeling Manager experience abut 7-10 years .
  • Deep skills in credit risk modeling : PD, LGD, EAD; CCAR , DFAST , ECL, etc., Proficiency in statistics, econometrics. SAS, R, SPSS.
  • Worked in Banks/ consulting organisation / GICs in credit risk modeling, Basel – IRB model development and validation
  • Techniques : Logistic regression, Decision trees, Time series modeling, Macro economic modeling, Unstructured data modeling
  • 1 Modeling DM experience abut 3-4 years
  • Working knowledge of credit risk modeling : PD, LGD, EAD; CCAR , DFAST , ECL, etc., Proficiency in statistics, econometrics. SAS, R, SPSS.
  • Worked in Banks/ consulting organisation / GICs in credit risk modeling, Basel – IRB model development and validation
  • Techniques : Logistic regression, Decision trees, Time series modeling, Macro economic modeling, Unstructured data modeling

Requisition code: 125533


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