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Key Account Manager at Mastermind Network
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Analyst/Senior Analyst - Risk Analytics - Consulting Firm (2-6 yrs)
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
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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