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Practice Manager at Iris Corporate Solutions
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Credit Risk Analytics/Quantitative Analytics Role - Analytical Firm (4-9 yrs)
This mail is regarding a job opening for Credit Risk with a leading analytical company in India.
Location -Gurgaon
Role-Credit risk analytics/Quantitative Analytics
Preferred-15 Days notice period
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
- Strong credit risk analytics/ stress testing and model development skills
- Skills: SAS/SQL, R, VBA, Matlab
- Strong verbal and written communication skills
If interested please share your resume and if not interested please share these details with your friends and colleagues.
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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