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