Aptivaa Consulting - Credit Risk Modelling Role

Aptivaa Consulting is looking out for candidates with past experience in the risk management space for its Risk Consulting group. The individual would be expected to work most of his/her time working with client service teams across the globe on risk management (more specifically modeling) issues, including credit risk as well as other risk types such as market and operational risk. The candidate would be located in Mumbai, India. However, the travel to serve clients onsite national and internationally is mandatory.

Key Responsibilities :

- Solve analytically complex client problems in the Risk domain like developing Credit Risk Scoring Models for clients in the financial sector.

Lead modeling work stream in client engagements (such as the development of a rating model) which would include the below :

- Define data requirements for creating a model

- Clean, aggregate, analyze and interpret data and statistical modeling output;

- Coach junior members of the team working alongside on the model development exercise.

- Provide expert advice to consulting team of modeling related issues

- Support development and maintenance of proprietary Risk management tools and other knowledge development projects.

- Working knowledge on model validation, PD/LGD/EAD Models

Nyati Dixit
HR - Aptivaa