Risk Analyst - Basel II - BFSI

Job Title : Risk Analyst -Basel II

Job Location: Mumbai

Job Responsibilities:

- Development, monitoring and performance tracking of credit risk models of PD, LGD and EAD for retail products

- Explore alternate statistical techniques to support credit risk modeling and other knowledge development projects

- Present model development and monitoring results to various risk committees

- Prepare model documentation and monitoring packs as per internal and regulatory guidelines.

- Strong programming skills in SQL, R, Python, SAS

Experience : Min 3 years

Qualification: MBA, Masters in Finance, Economics, Statistics or Mathematics