Risk Analytics Consultant - For one of the Leading Management Consulting/Analytics Firm in Gurgaon, India
For people working in a Financial Service sector within Risk/Marketing Analytics.
Position: Consultant
Location : Gurgaon
Relevant Experience: 3-6 Yrs of relevant experience
Education: Masters degree in Statistics, Econometrics, Operations Research, or other Quantitative discipline from PREMIER INDIAN & GLOBAL INSTITUTES.
Experience Required
1. At least 3 years risk analytics/management experience at a Financial Services institution (Commercial bank, investment bank/ broker-dealer, or retail lender), Rating Agency or Professional Services / Risk Advisory with significant exposure to one or more of the following areas:
- Default (PD, LGD, EAD) modeling
- Capital & liquidity modeling
- Stress testing
- Counterparty risk, VaR and exposure modeling
- AMA modeling/ Operation Risk identification and measurement
- Risk policy & regulation
- Design of risk rating frameworks, controls and processes
- Functional design and database modeling for risk management systems and applications.
2. Familiarity with lending products and/or financial instruments across equity, fixed income, derivatives and securitization space.
3. Strong understanding of risk regulatory framework of one more of the major economies across globe (i.e. US, EU, etc.). Knowledge of Basel II/ III principles and practice.
4. Experience in Developing Risk Models (Credit Risk/ Basel/ PD/ LGD, etc.) using SAS.
5. Experience with leading model reviews and validations (covering both conceptual foundation and technical merit) for risk and valuation models.
6. Proficiency in one or more of analytical tools such as SAS product suite (Base Stat, E-miner, Sas EGRC, Risk Dimensions), Excel/ VBA, Matlab, C++, etc.
7. Proficiency in using MS Office products (Word, Excel, PowerPoint).
8. Knowledge of vendor models/products such as RiskCalc, CreditEdge, KMV Portfolio Manager, QRM, Risk Metrics preferred.
Other Requirements
1. Willingness to travel
2. Strong academic background.
3. Exposure to working in globally distributed workforce environment including offshore model preferred;
4. Excellent communication and interpersonal skills;
If this seems interesting to you kindly send across your updated profile to me along with the following details:
Current CTC
Expected CTC
Notice Period
Open for Locations (Bangalore/Mumbai/Gurgaon)
Kindly send your resume to prerna.verma@asterioninc.com
