Credit Risk Management - Quantitative

1.     Extensive knowledge of risk management and measurement techniques

2.     Proficient in using Statistical tools such as SAS/SPSS/FICO etc

3.     Building Application models and Behavioral models

4.     Constructing Homogenous pools under Basel II – IRB approach

5.     Building models for Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD). Validation of these risk models and its components

6.     Building rating models for Corporate assets

7.     Designing Performance management tools such RAROC etc

8.     Validation of Rating models and Scoring models and making suitable enhancements

9.     Undertaking portfolio analysis and predictive analysis

10.  Capital impact analysis for retail assets under IRB approaches

11.  Other aspects relating to risk quantification such as Dynamic Provisioning, Leverage ratio etc