Quant Manager - Credit Risk/Model Development & Validation - Consulting Firm

- 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.