Analyst/Senior Analyst - Risk Analytics - Consulting Firm

2 - 6 Years

Bangalore/Gurgaon/Gurugram

Posted 4 years ago

#Analytics #Risk Analytics #Model Validation #Risk Modeling #Probability of Default #Loss Given Default #VaR #IFRS #Predictive Modeling #SAS #Python

We are hiring for a leading consulting based at Bangalore/ Gurgaon

Position : Analyst/ Sr. Analyst

Experience : 2-6 yrs in Risk Analytics, Model Validation for Credit risk/ Market risk Models.

Role & Responsibilities :

- Responsible for development of Credit risk/ Market Risk models like PD/ LGD, Var Models, IFRS9, Basel Models, Operations risk, Liquidity Risk Modeling

- Model development/validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation

- Experience in Development of Credit risk/Market Risk Models across various classes

- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives).

- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including SAS, Python & R

- Hands-on data predictive modeling experience (Logistic Regression, GMB, SVM, ANN