Quant for a Bank - The client is a well known pvt bank listed on BSE & NSE. Role specs : The role entails working directly with teams on structured/unstructured databases, ensuring proper data mining, carrying out data integration and modification to support sophisticated analytics, bring out analytical reports and conduct analysis through data intensive models/tools, specifying data requirements and mining it with data architecture, transform requirements into visualization reports Primary Responsibilities : 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) as well as Validating these risk models and its components 6. Building rating models for Corporate Assets and generating risk inferences for the Early Warning Signals System based on analysis of borrower's transactions with the Bank and conduct of account specific data 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. An ideal candidate would be one who has : 1. A Graduate/Post-Graduate Degree in Statistics from a premiere institute such as ISI 2. Hands on experience in Corporate Credit Risk within the Financial Sector across Banks/NBFCs/Rating agencies managing structured & unstructured data with a. 4-8 years of relevant work experience in data analytics, with good exposure to credit risk management and measurement techniques and b. Proficiency in using Statistical tools such as SAS/SPSS/FICO etc. & Visualization tools like Power-BI, Tableau, QlikSense, etc.

Mumbai

Quant Role - Bank 

Job Description for Quant Role - Bank  in Career Inflections in  Mumbai for (4-10) years of experience. Apply Now!