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Experience: 6 - 9 Years | Salary: Not Disclosed by Recruiter | Opening(s): 1 | Posted Date : 2017-07-27
Hiring For One of The Leading Analytics Firm
Designation Associate/Assistant Vice President - Credit Risk
Job Description
  • 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
Desired Profile
  • 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
IndustryBanking / Financial Services / Broking
Functional Area Financial Services, Banking, Investments, Insurance
Skills Lgd, SQL, Risk Analytics, SAS, Ead, Credit Risk
Education UG -B.Sc - Statistics, Maths, B.A - Maths, Economics, Statistics PG - MS/M.Sc(Science) - Statistics, Maths, M.A - Maths, Economics, Statistics
Location Gurgaon
Contact HR
Call on 91-11-46547700
Email jobs@globalhunt.in
Reference id GH/BFSI/Associate/AVP-Credit Risk/JC//20072017//70152

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