Credit Risk Analytics/Quantitative Analytics Role - Analytical Firm

This mail is regarding a job opening for Credit Risk with a leading analytical company in India.

Location -Gurgaon

Role-Credit risk analytics/Quantitative Analytics

Preferred-15 Days notice period

Responsibilities

Work with credit risk analytics and stress testing models for delivering various projects viz. PD, LGD, EAD, stress testing, loan life-cycle models - modeling, independent review, gap assessment

- Learn and implement techniques in building and testing various quantitative models

- Understanding of regulatory capital and economic capital modeling for credit risk

- Use tools such as SAS, R, SQL, and Matlab to manipulate data, develop and validate quantitative models from small or large data sources

- Deliver end-to-end solution maintaining quick turnaround times and high quality standards

- Participate in brain storming sessions and propose hypothesis, approaches & techniques

- Travel to client locations as and when needed

- Mentor and train junior team members

Required Background

Relevant risk analytics/quantitative analytics experience

- Deep understanding of retail and wholesale portfolios

- Good knowledge of statistics/ econometrics and exposure to Risk Management in Banking

- Good knowledge of Basel and IFRS 9 Regulations around Credit Risk, and CCAR/ DFAST

- Strong credit risk analytics/ stress testing and model development skills

- Skills: SAS/SQL, R, VBA, Matlab

- Strong verbal and written communication skills

If interested please share your resume and if not interested please share these details with your friends and colleagues.