Department: Risk Solutions  Reporting To: Director / Associate Director  Location: Mumbai  Role Summary:  - Responsible for delivering various analytics based consulting assignment as part of risk analytics team   - Responsible for credit risk analytics, including development and validation of credit risk models for retail, SME & corporate portfolio  - Responsible for implementing credit risk models for portfolio management, customer acquisition, retention, cross-selling, collections, risk based pricing and working closely with credit officers for managing changes resulting from the implementation of these models  - Model validation and scorecard monitoring for application & behaviour scorecards of the Banks/ FIs for Basel II compliance. Re-calibration and improvements of existing retail scorecards.   - Responsible to develop LGD & EAD models for all products of the Banks/ FIs  - Expertise in Stress testing and scenario analysis for capital computation and reporting  Essential Qualification: Masters in Statistics / Econometrics from premium institutes MBA (Finance) will be an added advantage  Skills:  - Hands-on experience in development and validation of quantitative and qualitative models for retail, SME and corporate portfolio  - Good understanding of the Basel II and III regulatory guidelines  - Client facing experience  - Exceptional analytical & problem solving skill, with strong quantitative aptitude  - Strong communication skills  - Knowledge of SAS / SPSS / SQL / Excel macro for model building

Mumbai

Crisil - Manager - Quant Risk Solution 

Crisil - Manager - Quant Risk Solution  ,Job Description for Crisil - Manager - Quant Risk Solution  in CRISIL Limited in  Mumbai for (5-8) years of experience. Apply Now!

Job Description for Crisil - Manager - Quant Risk Solution  in CRISIL Limited in  Mumbai for (5-8) years of experience. Apply Now!