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Risk Advisory Credit Risk Manager
KPMG India
posted 1mon ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
Credit Risk RoleRoles and responsibilities
- Should have prior experience in model development, model validation
- Good understanding of Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, good/bad definitions, factor selections, logistic/ linear regressions including assumptions and limitations, scorecard calibration
- Credit Risk Model Validation starting from data preparation and analysis, validation tests, back testing, scenario analysis, sensitivity analysis
- Time Series analysis and forecasting
- Economic Capital computation
- Sound knowledge of IRB, IFRS 9, CECL, Scorecard, Wholesale Retail Portfolio, credit card, CRD, CRR guidelines.
- Develop the credit risk models to predict risk estimates such as PD, EAD, and LGD, and operational models to support credit risk decisions, Areas the Model could include but not limited to Regulatory Capital Calculation , Internal Capital Calculation ,Stress Testing and Origination Decisioning
Employment Type: Full Time, Permanent
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Flexible timing
Monday to Friday
No travel
Day Shift
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