6 Opening(s)
2.0 Year(s) To 12.0 Year(s)
10.00 LPA TO 25.00 LPA
Credit Risk Analytics and Modelling – Analyse, model, validate and document various measures of Credit Risk for use in Expected Credit Loss and Capital computations.
Hands-on experience in building, implementing, documenting, monitoring, validating, refining models and scorecards – in particular for PD, LGD, EAD and related Credit Risk metrics - using ...
1 Opening(s)
4.0 Year(s) To 6.0 Year(s)
14.00 LPA TO 15.00 LPA
The role is a part of the corporate finance team and entails responsibility for financial reporting, includingdrawing up financials, consolidation requirements and allied aspects.KEY RESPONSIBILITIES*
Preparation of expected credit loss(ECL) calculation under Ind-as 109 Preparation of Current and expected credit loss(CECL) calculation under USGAAP Interaction with Risk team/Consultant for preparing ...
3 Opening(s)
5.0 Year(s) To 10.0 Year(s)
Not Disclosed by Recruiter
Location - Bangalore (Remote is also fine. Candidate can travel to Bangalore once in a month for a week)Exp- 5+ to 9 Years
Notice – immediate to 30 days max.
Programming :
SAS (strong)
Data lineage
Data validation
Functional Skills :
BASEL
IFRS9
RWA (Risk Weighted Assets) Calculation
PD (Probability of Default)
LGD (Loss Given Default)
EAD (Exposure at Default)
ECL (Expected Credit ...