Deputy Manager - B2C Underwriting Rural
Updated: March 06, 2024 01:11 AM GMT
![Bajaj Finserv](https://www.paynhire.com/c_logo/ANd9GcSHkIvvVJHWUf3HChb2jxiy6Rs9NbaF3652K08-qrI.png)
Bajaj Finserv
インド マディヤ・プラデーシュ マイハルJob Purpose
Risk Management is core to Bajaj Finance. Most of the decisions in Risk Management are data driven and analytical. Statistical models are required to look at multi-variate dimensions from a risk perspective including calculating the expected credit loss, scenario analysis, forecasting, Stress Testing etc. Statistical models are built and scorecards are prepared which assesses parameters like PD (probability of default), EAD and LGD which are critical from a regulatory perspective and forms important aspect of regulatory reporting purpose.
This role gives an opportunity of going beyond the above and gives deeper insights on the Regulatory norms on Credit Risk. The role allows candidate work on areas such as Stress Testing, Expected Credit Loss, Macro Economic stress, Macro stress models/forecasting etc.
Duties And Responsibilities
Build Stress Testing Framework and execute the same
Develop, validate, and execute Stress Testing Tools and Stress Testing... More Detail
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