Senior Account Manager at Etaash Consultants
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Quant Manager - Credit Risk/Model Development & Validation - Consulting Firm (2-7 yrs)
- Develop and validate risk measurement models for credit risk management covering Credit rating / scoring methodologies
- Basel IRB models (PD, LGD, EAD etc.)
- Stress Testing/CCAR models - IFRS9/USGAAP Impairment models
- Experience in building or validating IRB, IFRS9, Stress Testing models at consulting firms or Banks
- Should have hands-on experience of using tools such as SAS, R, Python etc.
- Knowledge of programming on C++/Java, etc. would be a strong advantage.
- MBA or equivalent Master's degree in Finance, Statistics, Economics or Mathematics from premier institutes required. Graduates (B.Tech / B.E) with relevant experience can also be considered.
- Professional certifications like CFA and FRM would be highly desirable
- Quantitative training and strong problem-solving skills are necessary.
- Technology experience would be required in at least one statistical tool (SAS, R, MATLAB etc.) and programming knowledge (C++, Java etc.) would be desirable.