EXL Analytics Hiring for Regulatory modelling at   Gurgaon Full Time

Must have- SAS+RISK MODELLING

Banking DomainRequirements

Strong understanding of banking products such as mortgages, credit cards, loans and advances

High level of proficiency in development of predictive risk models and statistical techniques such as logistic regression, clustering, segmentation etc.

Hands on experience working on PD, EAD, LGD models, RWA calculations, Capital computations

Experience working with leading global banks on the regulatory model development either for Secured or Unsecured portfolios

Self-driven, able to work independently, strong problem solving skills along with excellent communication

Role Competencies

Experienced in development of credit risk models for BASEL reporting, PD, LGD, EAD and/ stress testing or should be well versed with understanding of these concepts

Skilled in validation and monitoring of internal and external risk models by computing standard metrics

Skilled in developing and analyzing product-specific solutions within banking domain varying across underwriting/monitoring loan portfolios, developing collections scorecards, loss forecasting amongst others

Ability to work with key stakeholders across businesses, client portfolio teams to derive insights and calibrate model performance

Ability to present the findings of the analysis to stakeholders and hold presentations for a larger audience

Ability to drive discussions with the stakeholders and present the findings / summary of the project activities