MO
Job Description
- Good understanding of Basel norms such as data sufficiency and modeling methods
- Hands-on experience building PD (Probability of Default) and LGD (Loss Given Default) models including Through the Cycle, Point of Time, Stressed and Unstressed portfolios
- Conceptual understanding of credit risk regulatory models such as PD/EAD/LGD models, Stress Testing models, Economic Capital Models
- Knowledge of risk regulations in major markets (US, EMEA, APAC)
- Proficient in data manipulation using tools like SAS, R, SPSS for building acquisition, PD/LGD, and behavioral risk models
- Ability to understand model objectives and create model development plans
Qualifications:
Bachelor's or Master's degree in Business Analytics, Economics, Computer Science, Management, Operations Research, or Statistics from a Tier 1 institution