Consultant/Senior Consultant - Credit Risk Quant

Position: Consultant / Sr Consultant Credit Risk Quant

Location: Bangalore, Gurgaon, Mumbai, Pune, Kolkata

Role and Responsibilities:

1. Credit Risk Quant

Strong Basel II/III IRB, IFRS9 model development (PD/LGD), Scorecards (Wholesale/Retail) modelling / Model Validation (IRB, IFRS9, CRD4 , CECL , CCAR ) Data Modelling ( RB, IFRS9, CRD4 , CECL , CCAR ), Model Development (RB, IFRS9, CRD4 , CECL , CCAR ), Model Monitoring (RB, IFRS9, CRD4 , CECL , CCAR )

a. One of SAS, Python is must

b. Prefer people with M.Stat/Math/Engineering background

2. Credit Risk Quant

Model Validation , Data Modelling, Model Development , Model Monitoring

Qualification :-

B.Sc (Maths or Stats) OR M.Sc (Maths or Stats) OR Engineers

Looking for immediate joiners, serving notice period, 15 days np.