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27/03 Pinki Chauhan
Global Recruitment Consultant at Symmetrical Global Search Pvt. Ltd

Views:34330 Applications:210 Rec. Actions:Recruiter Actions:100

Quantitative Research Specialist - Credit Risk Modelling - Basel III (3-6 yrs)

Delhi/NCR/Noida Job Code: 435244

We are looking for "Quantitative Research Specialist" for Noida Location. Our client is a multinational research, data analytics and a management consulting firm.

Note :- Econometric + R working knowledge must. Basel III reporting exp min 2 years.

Please find the Details below :

- Experience in Statistical Modelling Techniques

- Experience in Credit Analytics and modelling

- Hands on experience on R and Excel

- Knowledge of Credit Risk, Market Risk, Regulatory guidelines specifically Basel III preferable

- Experience in RWA, EAD, LGD, PD, internal rating methodology according to Basel III financial reporting guidelines preferable

- Conduct exhaustive research and understand the research

- Must be independent enough to look for solutions to problems, but keep detailed records of what assumptions and steps were taken, and be able to communicate the logic in a clear and concise manner

- Candidate requires to work in US shifts (at least 2-3 weeks in a quarter)

- Advanced Excel Skills and coding in VBA, Exposure to tools like SQL, Python, R, Matlab

- 3-5 years relevant experience in statistical modelling

- Exposure in implementing quantitative models for market/credit risk

- Knowledge of the working of financial markets, macro-economic factors, influences and trading techniques

- Experience in RWA, EAD, Basel III reporting

- Knowledge of various statistical techniques to analyse data, such as Regression, PCA etc.

If you are interested and wish to apply, kindly share your updated profile with below details :

Current CTC (Fixed + Variables) :
Expectation (Fixed + Variables) :
Notice Period :
Current Location :

Pinki Chauhan
Symmetrical
Tel : +91-11-25360656/57
H/P : +91-8527495478

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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