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20/06 Sneha Sawant
Consultant at Black Turtle India Pvt. Ltd.

Views:2390 Applications:45 Rec. Actions:Recruiter Actions:20

Credit Risk Modeling Role - BFSI (7-10 yrs)

Gurgaon/Gurugram Job Code: 711647

Responsibilities

- Lead a team of high caliber credit risk modelers in delivering various projects such as PD, LGD, EAD, IFRS 9, stress testing, loan life-cycle models, and other Basel (or other regulations) related analyses

- Understand and improve the existing processes to gain efficiency

- Understand the applicable regulations and incorporate them in the projects

- Use tools such as SAS, R, SQL, and Matlab to develop and validate quantitative models using small or large data sources

- Deliver end solution maintaining quick turnaround times and high-quality standards

- Travel onsite to client locations and other MA delivery centers as and when needed

- Mentor and train team members

- Build a strong relationship with clients, and highly engaged team

- Hire suitable team members keeping tactical and strategic needs in mind

- Help in business development and completing RFPs

Required Background :

- 8 to 10 years of relevant experience

- Engineering or Post-graduate in business/ statistics/ mathematics/ economics/ other quantitative disciplines from top tier institutes.

- Consulting firms/Analytics/Research firms specializing in Analytics or bank analytics teams

- Strong credit risk analytics and model development skills

- Strong problem solving and technical skills

- Strong knowledge of Basel regulations and IFRS 9/ CECL

- Strong verbal and written communication skills

- Solid experience of leading teams and managing client relationships

- Skills: SAS/SQL, MS Office (Excel, Access, PowerPoint), VBA, R, Matlab

- Certifications such as FRM and CFA are a plus

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

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