Job Description
Greetings From TCS
Role: Credit Risk Modeling & Advanced Analytic
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Overview & Purpos
e:
This document outlines the full spectrum of quantitative and governance roles within our global Credit Risk Modeling function. Depending on your expertise, you may specialize in a single core area (e.g., Development, Validation, Monitoring, or Governance) or operate across multiple stages of the model lifecycle. The purpose of this overview is to provide prospective an holistic view of our model landscape, the business lines we support, and the key responsibilities across the entire Model Risk Management (MRM) ecosyst
em.Scope of the Credit Risk Modeling Ecosyst
em:Business Lin es: Retail Banking (high-volume mass market, mortgages, credit cards, personal loans) and Commercial/Wholesale Banking (low-default portfolios, corporate lending, SME, institutiona
l).Model Typ es: Advanced IRB (PD, LGD, EAD), IFRS 9 / Expected Credit Loss (ECL), Origination & Behavi...
Role: Credit Risk Modeling & Advanced Analytic
s
Overview & Purpos
e:
This document outlines the full spectrum of quantitative and governance roles within our global Credit Risk Modeling function. Depending on your expertise, you may specialize in a single core area (e.g., Development, Validation, Monitoring, or Governance) or operate across multiple stages of the model lifecycle. The purpose of this overview is to provide prospective an holistic view of our model landscape, the business lines we support, and the key responsibilities across the entire Model Risk Management (MRM) ecosyst
em.Scope of the Credit Risk Modeling Ecosyst
em:Business Lin es: Retail Banking (high-volume mass market, mortgages, credit cards, personal loans) and Commercial/Wholesale Banking (low-default portfolios, corporate lending, SME, institutiona
l).Model Typ es: Advanced IRB (PD, LGD, EAD), IFRS 9 / Expected Credit Loss (ECL), Origination & Behavi...