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09/04 Monika
CEO at Career Connect

Views:291 Applications:87 Rec. Actions:Recruiter Actions:0

Manager - Credit Risk/Quant - BFSI (2-4 yrs)

Mumbai Job Code: 912580

We have the following position with a Bank in Mumbai

JD for the position in Credit Risk - Profile for Quant

1. Extensive knowledge of risk management and measurement techniques

2. Proficient in using Statistical tools such as SAS/SPSS/FICO etc

3. Building Application models and Behavioral models for Retail loan products

4. Constructing Homogenous pools for Retail loans under Basel II - IRB approach

5. Building models for Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD). Validation of these risk models and its components

6. Building rating models for Corporate assets

7. Designing Performance management tools such RAROC etc

8. Validation of Rating models and Scoring models and making suitable enhancements

9. Undertaking portfolio analysis and predictive analysis

10. Capital impact analysis for retail assets under IRB approaches

11. Other aspects relating to risk quantification such as Dynamic Provisioning, Leverage ratio etc

The candidate should have Degree/Post-Graduation in Statistics from premiere institute such as ISI and relevant experience of min 2-4 years in Banking/NBFCs/FIs


Monika

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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