Head - Risk Analytics

The role will be required to enhance the quantitative risk management & predictive capabilities of the organization.

1. Build Predictive models using statistical / mathematical tools and techniques;

2. Link the macro-economic variables & market data indicators to portfolio and client positions, in order to measure expected or unexpected losses arising out of adverse scenario’s;

3. Construct quant-based risk dashboards as a strong support mechanism to management for effective decision making;

4. Past experience in having worked on BASEL framework for risk estimation, model testing & capital computations related to credit, market & operational risk

5. Strong experience in scenario building, stress testing and econometric modelling is a must;

6. Develop and Implement Scorecards (Credit monitoring scorecard, Client Behavioral Scorecard, transaction
behavior analysis etc.) & support the implementation of these models;

7. Candidate is expected to possess working knowledge and understanding of applying concepts related to Calculus, Statistics & Probability & Econometrics, to the role.

8. Candidate should build strong networking with the respective business units, to ensure effective information flow & be able to analyze the outcomes from the information / data points effectively;

9. The candidate should be hands-on proficient in C++ / Java, Excel, SAS / R, VBA, Access. Qualification in computer applications & hands-on experience in analytical packages would be an advantage.

Only candidates with good academic records need apply. Please respond with your updated resume and salary details

Srividya Aiyer
Principal Consultant
alfa consultants
+91 91677 20000
www.alfaconsultants.in