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Principal Talent Advisor at TA Corridor
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Senior Associate - Credit Risk - Banking Domain (2-5 yrs)
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:
- 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
- Experience in Credit risk analytics/ stress testing and model development
- Good knowledge of 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
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