Responsibilities:-  Knowledge of various financial derivatives across asset class (repo, Loans, Fixed Income, Credit Derivatives, Equity Derivatives, FX etc.)  Knowledge of Credit Risk, Market Risk, Regulatory guidelines specifically Basel III  Experience in RWA, EAD, LGD, PD, internal rating methodology according to Basel III financial reporting guidelines  Knowledge of CCAR, DFAST stress testing rules.  Conduct exhaustive research and understand the research for Risk classification.  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.  Skills:-  Bachelor's or Masters degree in Finance, Statistics, or Math or Engineering, or Econometrics.  Advanced Excel Skills and coding in VBA, Exposure to tools like SQL, Python, R, Matlab.  1-2 years relevant experience in regulatory reporting  Exposure in implementing quantitative models for market/credit risk.  Experience in RWA, EAD, Basel III reporting.  Knowledge of various statistical techniques to analyse data, such as Regression, PCA etc.  Knowledge of how to apply numerical techniques of computing to price derivative securities.  MS Excel financial modelling in VBA, SQL and R.  Exposure to at least one other tool, such as SPSS, Matlab, Python, SAS.

Delhi NCR

Specialist - Credit Modeling 

Specialist - Credit Modeling  ,Job Description for Specialist - Credit Modeling  in Teamlease Services Limited in  Delhi NCR for (3-5) years of experience. Apply Now!

Job Description for Specialist - Credit Modeling  in Teamlease Services Limited in  Delhi NCR for (3-5) years of experience. Apply Now!