Opportunity
We Are looking to add highly motivated and dedicated individuals to our Credit Risk team in Risk Management Services group. This is a highly visible team in the organization, looking for candidates across levels. We are looking for individuals with a strong quantitative aptitude and complex business problem solving skills. It is essential to have an eye for detail and the ability to quickly learn as needed. This is a fast-growing team offering a highly-challenging, innovative and dynamic work environment.
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
- 1-4 years of experience.
- 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
- Certifications such as CQF, FRM and CFA will be considered a plus
- Experience in Stress test modeling under PRA/ DFAST will be considered a plus
- Hands-on relevant experience in credit risk modeling is a definite preference and a plus
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