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Key Account Manager at Mastermind Network
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Senior Analyst - Credit Risk Analytics - BFSI (4-6 yrs)
We are hiring for a leading KPO based at Gurgaon
Position : Sr. Analyst
Experience : 4-6 yrs in Analytics, Model Validation for Credit risk/ Market risk Models.
Role & Responsibilities :
- Responsible for Validation/development of Credit risk/ Market Risk models like PD/ LGD, Var Models, IFRS9, Basel Models, Operations risk, Liquidity Risk Modeling
- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation
- Experience in validation of Credit risk/Market Risk Models across various classes
- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives).
- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including SAS, Python & R
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