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godrej industries group

Senior Executive - Analytics

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  • Posted 8 hours ago
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Job Description

Job Requirements

  • Develop ECL Framework basis INDAS including development of PD, LGD and EAD Models
  • Monthly execution and monitoring of ECL Models
  • Calculate key ECL metrics and performance indicators to monitor model behaviour and portfolio risk trends.
  • Actual vs. Expected tracking with portfolio deep dives
  • Develop and Execute Loss Forecasting Models
  • Model Documentation and Audit support for ECL Models

Work Experience

2-4 years

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Job ID: 146186087

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