Credit Risk Modeling - 6 months Contract

🔷 Join a Global Leader in Workforce Solutions – Net2Source Inc.

🚀 Right Talent. Right Time. Right Place. Right Price.

📍 Operating in 32 countries | 5,500+ Employees

🌐 www.net2source.com | 📧 [email protected]

Job Title: Credit Risk Modeling, IFRS9, SAS

Location: Remote (India)

Type: 6 months Contract (Payroll from Net2Source)

Responsibilities:

• Responsible for the development, implementation and maintenance of credit scoring models/assessment tools, strategies and capital estimate modeling of PD, LGD and EAD that apply to retail portfolios across life cycle
• End-to-end support towards retail ICAAP including climate risk scenarios in line with CB regulations
• Maintenance and constitution of underlying risk data required for the risk management activities involving IFRS9/Basel calculations, Risk analytics/Capital management and Portfolio management
• Provide required data for Audit queries and Compliance teams
• Monitor, Document and communicate the functionality of credit risk methods & models to various stakeholders
• Provide recommendations to update the model based on latest data and analysis
• Prepare / support Basel team on regulatory reports relating to retail credit portfolio in line with internal & regulatory requirement
• Assist in implementation of IFRS 9, development of Basel models for the entire retail portfolio
• Deploy the models on rating system and work with IT for effective maintenance of the scoring related information
• Identify analytical opportunity across credit life cycle – Acquisition, Portfolio Management and Collection

Mandatory Skills:

• Minimum 5 years hands on experience in model building methodologies, implementation and compliance.
• Expert knowledge of credit scoring techniques
• Deep understanding of banking products and credit management concepts and methodologies
• Ability to construct and maintain complex data structures for comprehensive risk management
• Degree in Quantitative / Statistics / Actuarial Science / Mathematics (Finance exposure would be a plus);
• Strong analytical, numerical, research and problem-solving skills
• Advanced statistical software skills (e.g. SAS)
• Proficient in MS Office, Experience in SQL
• Experience in open source scripting such as Python/R
• Experience in working with big data such as Hadoop

🔻 About Net2Source Inc.

Net2Source offers global staffing solutions and enterprise-scale recruitment support.

🏆 Recognized by INC 5000 & SIA

🌍 Global offices: UAE | USA | India | UK | Singapore | Canada | ANZ

🌈 We support inclusive hiring practices in accordance with UAE labor law.

🔗 www.net2source.com/careers | 📧 [email protected]