Risk Analytics Role - SAS/Predictive Modeling - BFSI

Job Description

Job opening for Risk Analytics profile.

PD/LGD/EAD/ Basel II/ III

CCAR, IFRS9/CECL, FRTB (Risk regulation)

For Insurance Companies - Prophet Should have worked on Risk analytics, Credit card Modelling, Counterparty Credit Risk, Risk Modelling, Risk management, Market risk, Model Validation etc. Candidates with BANKING & CAPITAL MARKET background should have proven skills in one or more of the following -

Credit Risk models development and validation / audit for Risk Rating models, PD, LGD, EAD, IFRS9 / CECL models, CCAR models (PPNR / revenue / loss forecasting)

- Market Risk and Counterparty Credit Risk Model development and validation / audit

- Economic and Regulatory Capital modeling and RWA calculation

- Risk Strategy expertise in acquisition, underwriting, account management, pricing, collections etc.

- Niche Skills in Fraud risk modeling and strategy, Liquidity risk estimation, regulatory exposure to IFRS9 / CECL, FRTB and Basel III

Candidates with INSURANCE background should have proven skills in the following -

- Experience in Actuarial, Insurance Risk Evaluation and Underwriting, Prophet Modeling

- Exposure to Insurance regulations Solvency and stress testing regulations

Tools Required

SAS/ Python/R/Matlab (for Analyst /Consultant)

- Expertise in one or more of the following tools - SAS, Python, R, Matlab, Big data tools, Prophet

- Knowledge of one or more of the following vendor products such as Moody's Risk Calc, Risk Frontier, Credit Edge, Bloomberg, Reuters, Murex, QRM, etc.