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08/02 Gopinath K R
Associate HR at Crisil

Views:4074 Applications:340 Rec. Actions:Recruiter Actions:1

CRISIL - Credit Risk Modelling Role - Wholesale Portfolio (3-10 yrs)

Pune Job Code: 539501

Job Duties:

This role is a critical and challenging role which requires a dynamic, bright and hands-on Quant. The role involves:-

- Resolving complex issues in building and validating credit risk models (PD/EAD/LGD) used in the calculation of economic and Basel capital for wholesale portfolios

- Managing end-to-end project delivery with onsite / offshore teams

- Helping develop newer capabilities and executing trial assignments

- Working on risk modeling, risk model validation activities as maybe required

- Managing small team/s of quant analysts

- Focusing on newer technologies (Big Data) and newer modeling techniques (Machine Learning, Artificial Neural Networks) to ensure models get developed

- Ensuring knowledge dissemination internally across other teams and participating in training activities

Helping create - thought leadership- by writing papers, articles and contributing to external forum presentations

Qualification:

Ph.D. or Master in Statistics/ Economics/Mathematics/advanced degree in quant area

Skills Required :

- Should have hands-on work-experience as a Quant Modeler and developed/validated credit risk models (PD/LGD/EAD) for financial institutions, especially for wholesale portfolios.

- Should have very good domain knowledge of wholesale products like Commercial Real Estate, Commercial and Industrial (C&I), Residential Real Estate Loans etc.

- Should have Strong quantitative and statistical skills (time series analysis, logistic/ linear regression, and segmentation)

- Should have solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data

- Should have strong Basel, CCAR and DFAST, FRY-14A, SR-11/7 understanding.

- Should have hands-on experience of statistical software like SAS and R used for modeling purposes

- Strong verbal and written communication skills and strong interpersonal skills

- Strong client management skills. Should demonstrate very high client focus

- Experience of working onsite / offshore in a multi-cultural and global environment

- Good at Multi-tasking skills. Ability to quickly assimilate & comprehend information and deliver within strict deadlines

- Capable of working in a dynamic & rapidly changing environment. Should have the ability to manage change. This role requires the individual to be flexible and comfortable in dealing with high pressure.

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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