3 Job openings found

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)
3.0 Year(s) To 8.0 Year(s)
15.00 LPA TO 20.00 LPA
1. Monthly ECL Calculation & Data Validation Accurately compute monthly Expected Credit Loss (ECL) per Ind AS/IFRS9 or relevant standards. Collect, clean, and validate data inputs for accuracy and consistency. Analyse data quality, identify anomalies, and take corrective actions. Perform reconciliations and sensitivity analyses to validate results against portfolio risk. Deliver monthly ECL results within ...
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 ...

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