-Good understanding of Basel norms such as, data sufficiency, modeling methods, hands on experience on building the PD, LGD models ( Through the Cycle, Point of time,Stressed and unstressed portfolio).
-Conceptual understanding of the data and methodology used for top credit risk regulatory models (e.g., PD/EAD/LGD models, Stress Testing models, Economic Capital Models etc.).
-Knowledge of risk regulations in top markets (i.e., US, EMEA and APAC).
-Hands on experience on data manipulation, utilizing various tools like SAS, R, SPSS for building acquisition, PD/ LDG, Behavioral Risk Models.
-Understanding of model objectives and creating model development plan
Must have Bachelor/Masters degree in a related field linked to Business Analytics, Economics,Computer Science,Management, Operations Research or Statistics from Tier 1 Institution.
The Candidate should have a relevant experience of 3.5-6 yrs
Job details are sourced from the employer's original posting.
Open job postingAbout the company
MTC (Mount Talent Consulting), an ISO 9001:2008 Certified Company, member of CII, NSDC, NASSCOM, is one of India's leading global HR Consulting firm specializing into multiple facets of HR, Knowledge Services-Trainings & Assessments & Consulting. MTC started operations in 2007 with a vision to set new benchmarks while delivering on niche turnkey assignments in the industry. With time we have evolved to cater to a diverse set of clients spread across different geographies. We constantly strive to maximize our client's ROI (Return on Investment) and work on increasing the top line (Revenue) of the client's business by delivering the best. MTC has reached out to an array of clients with functions such as Recruitments, Consulting & Knowledge Services through its team of young & dynamic professionals. MTC exemplifies the process of executive search by a proactive, dynamic and a knowledge based approach. We are constantly networking and maintaining relationships so as to identify the best specialized professionals for the leadership roles.