Senior Analyst - Credit Risk Model Development - Consulting Firm

We are currently hiring for a client based in Bangalore.

Co Name: : Leading Consulting Co (provider of offshore research and analytics services to the global financial and corporate sectors)

Designation: Sr.Analyst

Profile: Building Credit Risk retail Models.

Exp: 1-4 years

Responsibilities

Member of a core quant team that will be involved in pilot projects, prospective client interaction, project supervision, mentoring juniors, recruitment, marketing activities - a well-rounded profile

- 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

- junior team Mentor and train members