Should have prior experience in model development, model validation or model monitoring with GSIBs or Indian Banks. 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, CCAR, SR-11-7, Scorecard, Wholesale Retail Portfolio, credit card, CRD, CRR guidelines. Regulatory Guideline - PRA, EBA, FED, HKMA Degree/ Qualified
Q1.While working late at night, you figure out that the data available with you has something missing. You've been working on the data for the ... read more
Q2.Without the help of internet help me calculate the no. of white cars sold in Mumbai every year. Not the method as to how you calculate the f... read more
Q3."A woman came to the market to sell eggs. The first customer bought half of her eggs and a half of an egg. The second customer bought half o... read more