Credit Modelling Executive

Germany FRC- (Credit Modeling- Risk)-Executive-Mumbai Job details • Proposed designation Executive - Credit Modelling • Role type Executive • Reporting to – Senior/AM or above • Geo to be supported Germany • Work timings 9.00 AM to 5.30 PM (may vary depending on the work commitments and deadlines) Roles & responsibilities We are recruiting for an Executive in the Audit team. Working as an Executive in this team, your responsibilities will include: · Analysis of the process to calculate risk provisioning including identifying and testing of relevant controls · Assessment of the bank’s development and validation of risk parameters PD, LGD, CCF, as well practical challenges · Assessment of the model components of the risk provision: lifetime risk parameters and staging. · Analysis of the development and incorporation of forward-looking models, ECL (Expected Credit Loss)-data lineages and overlays in the ECL-modelling. · Recalculation of ECL and analysis of ECL-calculation and validation codes, overlay models and forward-looking models as well as the validation of those. · Building relationships with onshore team members sitting across different locations. Educational qualifications • Bachelor’s Degree or PG in mathematics/ statistics • CFA/ FRM pursuing (with at least Level 1 completed) Work experience • 1 - 2 years experience in Credit risk modelling. Experience Level Executive Level