Search Results: 14 vacancies
...testing, performance testing and model use assessment
Experience working on regulatory projects pertaining to credit risk; preferably IRB models
Strong experience with evaluating regulatory findings relating to Internal Rating Based (IRB) models
Strong understanding...
...regulatory project pertaining to credit risk
Strong experience with addressing regulatory findings relating to Internal Rating Based (IRB) models
Strong understanding of retail credit risk portfolios – in particular mortgages
Strong understanding of PD, LGD and EAD...
...to the capital computation process
Track RAROC for customer, product, portfolio (segment, industry)
Estimation and validation of IRB (Capital Computation Approach)
Manage IRB Capital run and reporting process.
Responsible for the development of Credit Risk models...
...selection visits, verifies site eligibility for a specific study
• Main contact for trial sites during site selection, study start-up and IRB/IEC and HA submission preparation. Ensures that milestones (KPIs) and time schedule for study start-up are met as planned. Facilitates...
...support the MSRO team in ensuring we comply with existing and upcoming prudential regulatory requirements, in particular in relation to our IRB (Internal Rating Based) permissions from the PRA and other regulators. The role holder will be responsible for assessment and...
...knowledge of global and local industries and our experience of the Indian business environment.
Development of Credit Risk Models including IRB, IFRS 9 and Business models using SQL and Python.
Equal employment opportunity information
KPMG India has a policy of providing...
...association feedback, etc.) and analysis of the competitive environment
Provide medical/clinical assistance to TMO and site for IEC/IRB Interactions; Support Ministry of Health interaction (or local Board of Health) as required
Support Regulatory Affairs, Health Economics...
...from country allocation until Green Light (ready to initiate site millstone) in assigned projects. Ensures close collaboration with local IRBs/IECs and Health Authorities, as applicable. Ensures that study start-up activities are conducted and completed on time, including...
...Responsibilities:
1)Expert in the Model development primarily for PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating models, and other credit risk models for retail, commercial or wholesale domain as per regulatory...
...Develop and validate risk measurement models for credit risk management covering:
. Credit rating / scoring methodologies
. Basel IRB models (PD, LGD, EAD etc.)
. Stress Testing/CCAR models
. IFRS9/USGAAP Impairment models
. Experience in building or...
...executives on delinquent portfolio & initiate detailed account level review of high ticket accounts
o Ensure compliance to all Audit / NHB /IRB regulations as well as policies and procedures of the company
Job Qualifications:
Graduate : Yes
Masters/Postgraduate:...
Rs 6 - 9.6 lakhs p.a.
...Typical work week look like:-
should have experience in selling products to infrastructure clients like L&T , IRB, etc.
achieving sales target
Developing sales strategy and business plan and driving end to end sales
Conducting presentations and meetings...
...Responsibilities
Regulatory Guidelines & Internal Policies
Functional understanding of changes / updates in regulatory guidelines in IRB capital guidelines and provisioning guidelines such as IndAS ECL / US GAAP CECL from a Credit Risk point of view.
Assessing the...
...including data analytics statistical modelling techniques model performance tests etc.
Candidate Profile:
Looking for a candidate with 7yrs exp in credit risk analytics model validation of PD LGD models.
model validation,credit risk analytics,PD,LGD,IRB models...
