At least 6 - 8 years of relevant experience providing advanced analytics solutions.
Minimum 3-5 years in PD, LGD, EAD, Basel II , Basel III, ICAAP, Stress testing, CCAR
Should have hands on experience in analytics delivery.
Hands-on experience in development of credit risk models (PD / EAD / LGD)
Experience Scenarios / Stress - Testing / CCAR / ICAAP models.
Experience with model reviews and validations