IFRS9 Model Development || Global Bank || Mumbai

IFRS9 Model Development || Global Bank || Mumbai Description of role and key responsibilities 3-7 years of experience in the development of PD, LGD, EAD Models.Responsible for developing/supporting the development of models as an end-to-end process.This includes: scope model requirements, data review, portfolio analysis, model development, engagement of key stakeholders, creation of model documentation, taking models through the internal governance process for approval, and supporting model implementation.Assist other team members in the development of Credit Models.Other responsibilities include: conducting an annual model review, assessing model performance and calibration, backtesting models, and producing supporting analyses.Technical Skills: Degree / Master's in Statistics, Mathematics, financial or economics / STEM SubjectsGood understanding of PD and LGD Models with hands-on experience of using Python / R language for PD / LGD model development Strong Analytical skills: Quantitative problem-solving and judgment. Ability to analyse, interpret and present complex analytical data, both verbally and in writing. Strong experience in developing practical technical solutions with limited data.

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