PKC Advisory - Senior Consultant - Risk Analytics - BFSI Domain

Risk Analytics - Gurgaon Location

Background

- Hands on Experience in statistical analytics software like R or SAS

- MS access, excel and PPT

Key Competencies

Key Technical Competencies / Attributes :

- Competency to lead execution for risk advisory and analytics related projects in BFSI segment

- Experience across project cycle with understanding client requirements, scoping & end-to-end delivery

- Ability to analytically solve complex client problems, applying and administering analytical/modeling tools and techniques and drawing managerial insights through statistical techniques and predictive modeling

- Experience in pre-sales activities including collateral and proposal development

Project experience

- Expertise in the development and validation of PD (PIT and TTC), LGD and EAD models

- Development of early warning indicator and credit scoring models

- ICAAP/Stress testing framework development and scenario analysis modeling

- Economic Capital and RAROC framework

- Risk Data warehousing & reporting

- Liquidity and market risk assessment

- Model development, Validation for Interest rate risk, VaR, Volatility etc.

Desired Attributes :

- Good written and verbal communication skills

- Ability to work and deliver independently as well as in team

- Capacity to work under pressure and deliver on tight deadlines

- Ability to build team, and manage aspiration

- Open to travel overseas for extended periods (3-4 weeks) for client meetings and on-site execution

Years of Experience :

- 6-9 years of relevant experience

- Sector experience in BFSI

- Prior experience in consulting, data analytics firms

Qualifications

Engineering + MBA / CFA / FRM