AVP - Risk (Model Validation)
Tata Capital · mumbai, India
credit riskmodellingeclifrs9statistical softwaredata analysismachine learningfinancial modellingexperienced
Job Description
We are seeking a detail-oriented Credit Risk Analyst specializing in credit risk modelling, particularly in Expected Credit Loss (ECL) under CECL/IFRS 9. Responsibilities include developing and validating PD and LGD models, conducting credit risk assessments, and collaborating with cross-functional teams to align risk models with business needs.
Qualifications
Bachelor’s or Master’s degree in Finance, Economics, Statistics, or related field. 3+ years of experience in credit risk analysis or financial modelling.
Skills Required
- credit risk
- modelling
- ecl
- ifrs9
- statistical software
- data analysis
- machine learning
- financial modelling
Location
City: mumbai · Country: India