FSRM-Credit Risk- Senior-Bangalore
Analyst Level:
- Master's degree in quantitative fields (Stats, Econometrics) with Bachelor degree in Engineering, Mathematics, Statistics, Econometrics from premier institutions
- 1 year of relevant experience is preferable for candidates with a master's degree
- 85%+ marks in 10th and 12th
- Advanced technical skills and programming knowledge(MSOffice, SAS, R, VBA, C++) required
- Strong facilitation, presentation and problem solving skills (ability to - find it- and - fix it- )
- Desire to develop and integrate quantitative skills within a required scope of designing and implementing business services
- Understanding of credit risk quantification methodologies (credit rating, IRB models etc.) is preferred, including knowledge of capital calculation methodologies under Basel II / III
- Strong written and verbal communication skills
Experienced level :
All the above plus :
- Ability to develop IFRS9 models and resolve complex issues in credit risk modelling. Active participant in the development of credit risk models (PD/EAD/LGD) for retail and wholesale portfolios for various clients
- Lead components of large scale client engagements and/or smaller client engagements while consistently delivering quality client services
- Develop / validate risk measurement models for credit risk management, incl. models for credit rating, retail scorecards, financial modeling, RWA calculations, credit risk calculations is preferred
- Capacity to think about requirements from a strategic perspective, ability to perform requirement gathering and gap analysis versus the current methodologies to leverage independently
- Understand market trends by staying abreast of current business and industry trends relevant to the client's business and hence be able to provide high quality consultancy services to our clients
- Develop, validate, and monitor models, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities
- Ability to handle a small team, review procedures, train folks on the job, and be able to mentor and coach the junior folks in the team
- Experience working on the following topics are added advantage like lifetime modelling approach, transfer criteria, impact analysis, staging etc.
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