Senior Consultant/Manager - Credit Risk - IRB Modeling - BFS

- Master's degree in Engineering/Economics/Mathematics/Statistics or any other quantitative discipline + MBA /MS in Finance + CFA/FRM.

- 3-5 years or more related work experience.

- Exposure in handling projects in Quantitative Analytics

- VBA, SQL, SAS, R & Python, Stata

- Strong written and verbal communication skills for report writing and client presentations

- Effective Project management and teamwork skills

- Develop & validate Credit risk models for using PD, LGD & EAD approach at the transactional and overall portfolio level.

- Monitor the changing regulatory climate to proactively assess industry trends and emerging risk events.

- Develop & validate stress testing models for Credit risk using quantitative and qualitative assumptions in line with the regulatory requirements