KPMG
Senior - Credit Risk
Job Description
Should have prior experience in model development, model validation or model monitoring with GSIBs or Indian Banks.
• Good understanding of Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, good/bad definitions, factor selections, logistic/ linear regressions including assumptions and limitations, scorecard calibration
• Credit Risk Model Validation starting from data preparation and analysis, validation tests, back testing, scenario analysis, sensitivity analysis
• Time Series analysis and forecasting
• Economic Capital computation • Sound knowledge of IRB, IFRS 9, CECL, CCAR, SR-11-7, Scorecard, Wholesale & Retail Portfolio, credit card, CRD, CRR guidelines.
• Regulatory Guideline - PRA, EBA, FED, HKMA
Jobs at Gurugram
Amazon
Applied Scientist, Amzn Shipping-Pr…
Freshers/Experienced
Gurugram, Haryana
Last Date: May 20, 2025
Amazon
Delivery Consultant - Migrations
Freshers/Experienced
Gurugram, Haryana
Last Date: May 13, 2025
KPMG
Technology Consulting-DT IT Audit S…
KI Professional
Gurugram, Haryana
Last Date: May 7, 2025
KPMG
Technology Consulting-DT CSG-Cyber …
KI Professional
Gurugram, Haryana
Last Date: May 7, 2025
Oracle
Software Development Snr Manager
Professional
Gurugram, Haryana
Last Date: July 30, 2025
KPMG
Assistant Manager - SAP-FI
KI Professional
Gurugram, Haryana
Last Date: May 7, 2025
International Growth Consultant, Go…
Freshers/Experienced
Gurugram, Haryana
Last Date: May 8, 2025
KPMG
Manager - SAP HCM & SuccessFactors …
KI Professional
Gurugram, Haryana
Last Date: May 14, 2025
Amazon
Renewable Energy Procurement Manage…
Freshers/Experienced
Gurugram, Haryana
Last Date: May 20, 2025
Amazon
Senior Manager Public Policy, India…
Freshers/Experienced
Gurugram, Haryana
Last Date: May 20, 2025
American Express
Senior Engineer II
Freshers/Experienced
Gurugram, Haryana
Last Date: May 18, 2025
More Jobs at KPMG
KPMG
INTG1004146 CFO Advisory Services F…
KI Professional
Mumbai, Maharashtra
Last Date: May 19, 2025
KPMG
Consulting Implementation
KI Professional
Noida, Uttar Pradesh
Last Date: May 14, 2025
KPMG
Senior - Info Sec and Tech Risk Ass…
KI Professional
Bangalore, Karnataka
Last Date: May 14, 2025
KPMG
Technology Enablement SAP-GRC Senior
KI Professional
Bangalore, Karnataka
Last Date: May 7, 2025
KPMG
Outsystems Developer - Associate Co…
KI Professional
Bangalore, Karnataka
Last Date: May 7, 2025
KPMG
KPMG India, Clients & Markets, Grap…
KI Professional
Mumbai, Maharashtra
Last Date: May 7, 2025
KPMG
Snowflake Engineer - Consultant
KI Professional
Gurugram, Haryana
Last Date: May 14, 2025
KPMG
Technology Consulting-TE SAP-ABAP-O…
KI Professional
Gurugram, Haryana
Last Date: May 14, 2025
KPMG
Assistant Manager - Logistics
KI Professional
Mumbai, Maharashtra
Last Date: May 14, 2025
KPMG
Senior - Digital Government Advisory
KI Professional
Gurugram, Haryana
Last Date: May 7, 2025
KPMG
Analyst - Corporate Intelligence & …
KI Professional
Mumbai, Maharashtra
Last Date: May 7, 2025
Actively Recruiting Companies at Gurugram, Haryana