Job Id: 20210315002
Job Role: Credit Risk Modeler
Experience: 3-12 Years
Job Location: Bangalore
Salary: Best in Industry
Vacancies: Not Mentioned
Job Description TCS Job Openings in Bangalore for Credit Risk Modeler in March 2021:
Previous experience in a Credit Risk environment.
Previous experience with statistical modelling techniques and models management
Perhaps you have worked as one of these positions previously: Credit Risk Analyst (IFRS9 modelling or reporting), Analytics Consultant, Risk Consultant, Risk Analyst, SAS Analyst, Modelling Analyst, Decision Science Analyst
You will need to have existing experience in a credit risk modelling role
Extensive years in a quantitative role in risk management at a financial institution with experience in either model development or validation;
Expert and hands-on (using SAS and other statistical tools Python/R/Matlab) in the development and validation of models, data and risk frameworks
Knowledge of credit risk regulatory framework (CRR Self-assessment, CRD IV), in special, legislation linked to Basel Accord (IRB) and to IFRS9.
Excellent knowledge, experience and understanding of a variety of model development and testing techniques covering risk models, mainly retail credit risk but a plus if also operational and market risks
Deep understanding of financial products, stress testing, pricing methodologies, risk management, Basel and regulatory requirements.