Manager – Wholesale Risk Modeling (bangalore)

4 - 7 Years

Job Description

- Develop and/or remediate Wholesale PD, LGD and EAD models (statistical, hybrid, expert based) and document
- Perform statistical analytics related to model discrimination, calibration, override analysis, model usage, ratings distribution, ratings migration and other descriptive statistics
- Demonstrate strong understanding of financial metrics (liquidity, profitability, leverage, turnover etc.) and their use in statistical model build process
- Positively engage and manage internal stakeholders on modelling projects, including but not limited to: Group Wholesale Modelling; Group Risk Methodology; and Group Wholesale Validation (GMV)

Salary: Not Disclosed by Recruiter

Industry:Banking / Financial Services / Broking

Functional Area:Analytics & Business Intelligence

Role Category:Analytics & BI

Role:Analytics Manager

Employment Type:Permanent Job, Full Time

Key Skills

Desired Candidate Profile

Please refer to the Job description above

Company Profile

Asterion Consulting Pvt. Ltd Private Limited
Hiring for risk analytics team in MNC (Bank)
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Recruiter Name:Romi Samuel

Contact Company:Asterion Consulting Pvt. Ltd Private Limited

Reference Id:AST_Wholesale Risk