AddressWe have an urgent requirement for Risk Modelling. (Model development/Validation)
Immediate to 1 month
Banking domain
Location : Gurgaon
Exp : 1 to 14(Multiple levels) (Tiering Institute)
Key Responsibilities:
Skills:
Must have:
- Development and validation of retail and wholesale credit risk rating models (PD, LGD and EAD)
- Development and validation of IFRS 9 models and implementation
- Implementation of risk rating scorecards and IFRS9 Models in R language to integrate with various implementation platforms
- Incorporation of climate and ESG risk across credit risk, Stress Testing, IFRS 9 and Governance frameworks
- Provide on-boarding services to various financial products, developed by Moody's Analytics, available across impairment accounting, balance sheet management, etc.
- R/Python Programming
