Crisil - Credit Analyst/Senior Credit Analyst - Quants

 Department GAC - Analytical Operations

Reporting To Manager

Location : Pune

Role Summary - Functional Responsibility / Domain Related :

- To develop the models in an industry standard platform such as R, MATLAB, Python or proprietary platform based on specifications provided and in line with the appropriate criteria using quantitative techniques like regression, simulation, PD, stochastic calculus etc

- To provide end-to-end analytical support to model implementation and testing process of credit and cash flow models used in the Ratings Process by creating test cases, reviewing and automating the testing setup and ensuring the model is in-line with the relevant criteria and model specification.

- To perform tests on the models to determine the accuracy and acceptability based on the current market/economic conditions using latest data.

- To provide support in resolving queries with respect to the model and provide fixes to any model related issues.

- To provide support in maintaining the economic/market data used by the model analytics.

- To provide support in research activities associated with models, analytical tools and criteria.

- Follow defined processes in day to day execution of assignments

- Ensure that new knowledge gained is retained and documented through operating manuals

- Strictly practice and follow all Compliance, Confidentiality, and Information Security Policies, Procedures and Guidelines of the Organization.

- Client Management / Stakeholder Management

- Build and maintain relationships with international clients