Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
08/02 Reshma Shetty
Senior Account Manager at Etaash Consultants

Views:449 Applications:119 Rec. Actions:Recruiter Actions:77

Quant Manager - Credit Risk/Model Development & Validation - Consulting Firm (2-7 yrs)

Bangalore/Delhi/Mumbai/Pune Job Code: 889956

- 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.

Qualifications :


- 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.

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

Add a note
Something suspicious? Report this job posting.