Black Turtle - Gurgaon, Haryana - Lead a team of high calibre credit risk modellers in delivering various projects such as PD, LGD, EAD, IFRS 9, stress testing, loan life-cycle models, and other Basel (or other regulations) related analyses Responsibilities - Lead a team of high calibre credit risk modellers in delivering various projects such as PD, LGD, EAD, IFRS 9, stress testing, loan life-cycle models, and other Basel (or other regulations) related analyses - Understand and improve the existing processes to gain efficiency - Understand the applicable regulations and incorporate them in the projects - Use tools such as SAS, R, SQL, and Matlab to develop and validate quantitative models using small or large data sources - Deliver end solution maintaining quick turnaround times and high quality standards - Travel onsite to client locations and other MA delivery centres as and when needed - Mentor and train team members - Build strong relationship with clients, and highly engaged team - Hire suitable team members ke...
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