credit risk
credit risk
Exl- Posted 23 hours ago
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Job Description
About the Role
Candidate with 3-4+ years of hands-on experience in Credit Risk Modelling with exposure to Regulatory Model development (IFRS9, CECL/CCAR),ECL modeling, knowledge of statistical concept and methodology (logistic regression, hypothesis testing, TTC PD, Pit PD, etc), machine learning.
Required Skills
- 3-4+ years of hands-on experience in Credit Risk Modelling
- Notice Period - Immediate to 15 days
- Location - Pan India
- Exposure to Regulatory Model development (IFRS9, CECL/CCAR)
- ECL modeling
- Knowledge of statistical concept and methodology (logistic regression, hypothesis testing, TTC PD, Pit PD, etc)
- Machine learning
- Proficient in R/ Python
- Good communication skills
More Info
Key Skills
TTC PD
Credit Risk Modelling
CECL
R
Regulatory Model development
IFRS9
statistical concept and methodology
Pit PD
ECL modeling
About Company
Skills:
data preparation , Sql, Excel, SAS, Decision Tree, Linear Regression, Object Oriented Programming, Numpy, Pandas, Logistic Regression, Advanced Python, ScikitLearn, AI ML methodologies, Stress Testing models, Parallel Processing, credit risk model development, R, regulatory modelling, fractional response
Skills:
Tableau, Python, Sql, Data Visualization, R, Sigma, Hex, Looker, CECL reporting, Expected loss estimation, Portfolio risk management, loss forecasting
Skills:
Python, Statistical Modelling, Machine Learning, SQL/NoSQL, ML algorithms, big data concepts