Risk Analytics - BFSI

For people working in a Banking/Financial Service sector within Risk Analytics.

Position : Analyst/SA/AM/Manager

Location : Bangalore/Mumbai

Relevant Experience : 1-7 Yrs of relevant experience

Education : Masters degree in Statistics, Econometrics, Operations Research, or other Quantitative discipline from PREMIER INDIAN & GLOBAL INSTITUTES.

Experience Required

At least 3 years risk analytics/management experience at a Financial Services institution (Commercial bank, investment bank/ broker-dealer, or retail lender), Rating Agency or Professional Services / Risk Advisory with significant exposure to one or more of the following areas:

- Default (PD, LGD, EAD) modeling

- Counterparty risk, VaR and exposure modeling

- Risk policy & regulation

- Design of risk rating frameworks, controls and processes

- Functional design and database modeling for risk management systems and applications.

1. Good understanding of risk regulatory framework of one more of the major economies across globe (i.e. US, EU, etc.). Knowledge of Basel II/ III principles and practice.

2. Experience in Developing Risk Models (Credit Risk/ Basel/ PD/ LGD, etc.) using SAS.

3. Experience with leading model reviews and validations (covering both conceptual foundation and technical merit) for risk and valuation models.

4. Proficiency in one or more of analytical tools such as SAS product suite (Base Stat, E-miner, Sas EGRC, Risk Dimensions).

Other Requirements

1. Strong academic background.

2. Exposure to working in globally distributed workforce environment including offshore model preferred;

3. Excellent communication and interpersonal skills;

If this seems interesting to you kindly send across your updated profile to me along with the following details to prerna.verma@asterioninc.com

Current CTC-
Expected CTC-
Notice Period-
Open for Locations (Bangalore/Mumbai/Gurgaon)-