EY India hiring for quant risk roles. The requirements - Experience – credit risk, credit risk modelling, IFRS9, Basel, AIRB, CCAR, CECL, ECL, PD, LGD, EAD modelling, model development, validation, scorecard development etc. (combinations of these)
Regulatory modelling experience to be prioritised in order of AIRB, other Basel, CRDIV, IFRS9 (ECL/CECL)
Location – Delhi NCR, Kolkata, Mumbai, Bangalore
Minimum 6-12 months of experience

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