Credit Risk Modeling

2 - 7 Years
Delhi NCR
Not Disclosed by Recruiter
Posted: 26 days agoOpenings: 1Job Applicants: 1404+Job Views: 2536+

Job Description

"Must haves tech skills:
' Solid background in retail credit risk regulatory model development (IFRS9, CRD4, Basel II/III). Should have worked in at least 1 of the above regulations preferably IFRS9
' Has 3+ years experience in building PD /EAD/LGD models from scratch either all types or 1-2 such models
' Solid hands-on experience in SAS Base and EG (Macros, SQL understanding essential)
Has model documentation experience

Must have soft skills:
' Has had client facing experience
' Has experience leading small teams of 1-2 analysts
' Excellent verbal and written communication skills
' Prepared to work in IC role while serving as lead for few analysts

Good to haves:
' Both secured and unsecured experience
' Both IFRS9 and CRD4 (capital) model dev experience
' Model validation experience (part of independent validation teams)
' Have worked in AGILE format
' Presentation skills"

Salary: Not Disclosed by Recruiter

Industry:KPO / Research / Analytics

Functional Area:Analytics & Business Intelligence

Role Category:Analytics & BI

Role:Analytics Manager

Employment Type:Full Time, Permanent


Desired Candidate Profile

Please refer to the Job description above

Company Profile

EXL ( I ) Pvt. Ltd.

EXL (Nasdaq:EXLS) is a leading business process solutions company that helps companies drive business impact and adapt faster to the changing global marketplace. EXL provides operations management, embedded analytics and technology platforms to organizations in the banking and financial services, healthcare, insurance, utilities, transportation and logistics, and travel industries. With more than 21,000 people around the world, we work with our clients as strategic partners to execute operations, identify opportunities to gain a competitive edge, and create new channels for growth and savings. Headquartered in New York and operational since 1999, EXL is present in the U.S., U.K., Singapore, Romania, the Philippines, India, Germany, Czech Republic and Bulgaria. For more information, visit
View Contact Details+

Recruiter Name:Anshika Singh

Contact Company:EXL ( I ) Pvt. Ltd.

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