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07/05 Irfan
Senior Consultant at Black Turtle India Pvt. Ltd.

Views:99515 Applications:1619 Rec. Actions:Recruiter Actions:165

Risk Analytics Expert - BFSI (1-6 yrs)

Delhi/NCR Job Code: 569387

Opportunity

We Are looking to add highly motivated and dedicated individuals to our Credit Risk team in Risk Management Services group. This is a highly visible team in the organization, looking for candidates across levels. We are looking for individuals with a strong quantitative aptitude and complex business problem solving skills. It is essential to have an eye for detail and the ability to quickly learn as needed. This is a fast-growing team offering a highly-challenging, innovative and dynamic work environment.

Responsibilities

- Work with credit risk analytics and stress testing models for delivering various projects viz. PD, LGD, EAD, stress testing, loan life-cycle models - modeling, independent review, gap assessment

- Learn and implement techniques in building and testing various quantitative models

- Understanding of regulatory capital and economic capital modeling for credit risk

- Use tools such as SAS, R, SQL, and Matlab to manipulate data, develop and validate quantitative models from small or large data sources

- Deliver end-to-end solution maintaining quick turnaround times and high quality standards

- Participate in brain storming sessions and propose hypothesis, approaches & techniques

- Travel to client locations as and when needed

- Mentor and train junior team members

Required Background

- 1-4 years of experience.

- Relevant risk analytics/quantitative analytics experience

- Deep understanding of retail and wholesale portfolios

- Good knowledge of statistics/ econometrics and exposure to Risk Management in Banking

- Good knowledge of Basel and IFRS 9 Regulations around Credit Risk, and CCAR/ DFAST

- Strong credit risk analytics/ stress testing and model development skills

- Skills: SAS/SQL, R, VBA, Matlab

- Strong verbal and written communication skills

- Certifications such as CQF, FRM and CFA will be considered a plus

- Experience in Stress test modeling under PRA/ DFAST will be considered a plus

- Hands-on relevant experience in credit risk modeling is a definite preference and a plus

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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