We have an opportunity in Mumbai. The JD is given below. If interested, please respond with your updated CV.  Role  The CRM-Credit Analytics is responsible for the methodology, measurement and reporting of credit risk. Our client has an industry-leading Economic Capital framework and also uses the Advanced IRB approach under Basel to calculate regulatory capital requirements relating to risks in our banking and trading books. These approaches to economic and regulatory capital for credit risk require Credit Analytics to estimate appropriate probability of default (PD), loss given default (LGD) and credit conversion factors (CCF) for all our exposures.  Our client is seeking a Quantitative Credit Risk Analyst to assist in the development of obligor and transaction level credit risk models and the estimation of credit risk parameters (PD, LGD, CCF) for use in regulatory and economic capital calculations.   - We are seeking a quantitative analyst with excellent technical skills and ideally some prior experience of quantitative credit risk modeling and Basel. Prior team managements experience will also be required.  Main Duties and Responsibilities  - Assisting in the development of credit risk rating models at single obligor and transaction level.  - Assisting with regular Basel II credit risk parameter (PD, LGD, CCF) updates, involving performing core technical modeling, and liaison with independent validation teams and across the risk and finance functions.   - Assisting in the preparation of regulatory (e.g. Pillar III) disclosures relating to Basel II.   - Participating in project work around improvements to credit risk parameters.   - Performing ad-hoc analysis.   - Participating in our regular dialogue with our supervisors where appropriate.   - Writing and maintaining detailed technical documentation and preparing presentations for senior management and bank supervisors.   To Qualify, You Must Possess:  - Strong technical skills with some knowledge of credit risk modeling, economic capital and Basel regulatory capital, and ideally significant relevant experience gained in a banking, consultancy or regulatory environment  - Master's degree or PhD in numerical discipline or an advanced degree from top tier university. Exceptional candidates from other streams with keen interest and relevant skills will also be considered. However knowledge and affinity towards basic statistical techniques and formal concepts is essential  - Strong interest in working with mathematical and statistical techniques and good background knowledge of quantitative finance  - Knowledge of statistical and maths software packages (e.g. R, Stata, Matlab, etc) and programming languages (VBa, C++, etc)  - Ability to communicate well both informally and formally, including writing extended documentation   Mohan Pandalai  Managing Partner  Antal International Network  Tel: +91 80 4165 1451

Mumbai

Quantitative Credit Risk Analyst - PD/LGD/CCF  

Quantitative Credit Risk Analyst - PD/LGD/CCF   ,Job Description for Quantitative Credit Risk Analyst - PD/LGD/CCF   in Antal International Network in  Mumbai for (2-6) years of experience. Apply Now!

Job Description for Quantitative Credit Risk Analyst - PD/LGD/CCF   in Antal International Network in  Mumbai for (2-6) years of experience. Apply Now!