Job Description
About Milliman
Milliman is one of the world’s largest providers of actuarial and related consulting services, with practices in healthcare, property & casualty insurance, life insurance and financial services, and employee benefits. Established in 1947, Milliman is an independent firm with a global presence. Our Karachi office supports consulting projects across the Middle East and GCC regions.
Key Responsibilities:
Develop and implement credit risk models, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models. Perform data analysis and statistical modelling to assess credit risk and forecast potential losses. Gather, manage, and analyze data for model development and validation. Collaborate with cross-functional teams to integrate credit risk models into business processes and systems. Prepare comprehensive reports and presentations on model findings, methodolog...