Senior Associate - Credit Risk Analytics - KPO

One of our esteemed clients in Gurgaon, India is all set to ramp-up a highly motivated and dedicated individuals to their Credit Risk team in Risk Management Services group. This is a highly visible team in the organization, hiring candidates across levels ( Experience ranging 2 to 7 years ) with a strong quantitative aptitude and complex business problem solving skills.

You will work on 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, use tools such as SAS, R, SQL, and Matlab to manipulate data, develop and validate quantitative models from small or large data sources.

Required Background :

- Relevant credit risk analytics/quantitative analytics/stress testing and model development experience ( 2- 10 years )

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

- Good knowledge of SAS, SQL, R, VBA, Matlab

- Good knowledge of Statistics/ Econometrics and exposure to Risk Management in Banking

- 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

- 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

- Relevant risk analytics/quantitative analytics experience

- Deep understanding of retail and wholesale portfolios