Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
29/07 Gauri
Senior Cosultant at Kelly Services India Pvt. Ltd.

Views:2347 Applications:33 Rec. Actions:Recruiter Actions:0

VP/Senior Consultant - Credit Risk Modeling - CCAR (5-10 yrs)

Anywhere in India Job Code: 360731

VP/Senior Consultant - Credit Risk Modeling

- This Sr. Consultant/ Consultant position supports the Credit Risk Modeling and Quantification team and is responsible for providing accurate and timely information supporting development, maintenance, back-testing, and monitoring of probability of default (PD), exposure at default (EAD), loss given default (LGD), borrower risk rating, and stress testing models

Qualification : Ph.D or Master in Statistics/ Economics/Mathematics/advanced degree in quant area or B.tech. From tier 1 college with MBA in related field

Skills Required :

- Looking out for a candidate who has worked on Credit Risk modeling - CCAR.

- Excellent oral and written communication skills

- Basic CCAR and DFAST, FRY-14A, SR-11/7 understanding. Strong regulatory understanding. Experience in Moddy's risk analyst, different rating data sources like Fitch, Credit pro, Moody etc.

- Solid analytical and problem-solving skills; ability to isolate and solve

- Technical skills / systems knowledge (e.g. SAS, R, and Advanced Excel) is preferred

- Minimum 4-6 years of credit risk modelling experience across wholesale and retail

- Working knowledge of SAS and Excel strongly preferred

- Understanding of basic bank/credit accounting and finance principles; loan or GL system experience, Basel II knowledge a plus

- Understanding of data governance/quality principles

- Strong presentation and interpersonal skills

- Related Industry qualification (e.g., CFA, FRM)

- Experience in people and program management will be preferred

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

Add a note
Something suspicious? Report this job posting.