The vacancies are for a Client of Asterion- - The person would be responsible for developing/validating/auditing credit risk models and assisting clients on their credit risk related issues - Desired candidate must have relevant experience in statistical modeling, quantitative research, credit risk management, or related field - Knowledge of one or more of global regulatory Topics CECL, IFRS 9, CCAR/DFAST, Basel II/III, SR-11/7 around data sufficiency, modeling methods, industry standards, etc. - Experience in Credit Risk Modeling PD/LGD/EAD - TTC, PIT, Stressed and unstressed portfolio - Experience in Model Development/Validation/Audit (implementation and execution experience do not count) - Well versed with one or more statistical techniques used in credit risk modeling - Logistic Regression, Time series, OLS, Probit models, Survival techniques, Tobit, Fractional Logistic, Beta model, State Transition Matrix, Single Factor Merton model, etc. - Proficient in SAS/R/Python. - Conceptual understanding of the data and methodology used for credit risk regulatory models Ideal Candidate:- - Desired candidate must have a degree in a Finance, Economics, Statistics, Engineering + MBA; advanced degree a plus; with experience in Credit Risk Analytics &amp; Model development. FRM, CFA, CPA certification a plus - 2-7 Years of relevant experience About the Client:- The client is a Big4

Bangalore

Associate/Senior Associate - Credit Risk Modeling - Big4 

Associate/Senior Associate - Credit Risk Modeling - Big4  ,Job Description for Associate/Senior Associate - Credit Risk Modeling - Big4  in Asterion in  Bangalore for (2-7) years of experience. Apply Now!

Job Description for Associate/Senior Associate - Credit Risk Modeling - Big4  in Asterion in  Bangalore for (2-7) years of experience. Apply Now!