Analyst/Senior Analyst/AM - Quantitative Research - Credit Risk Modeling + Basel 3 Reporting

We are looking for Analyst / Sr. analyst / AM - Quantitative Research - Credit Risk Modeling + Basel 3 Reporting" for our Multinational Research and Data Analytics Client.

CREDIT RISK MODELING + BASEL 3 REPORTING IS MUST.

Please find the detailed JD :

- Knowledge of various financial derivatives across asset class (repo, Loans, Fixed Income, Credit Derivatives, Equity Derivatives, FX etc.)

- Knowledge of Credit Risk, Market Risk, Regulatory guidelines specifically Basel III

- Experience in RWA, EAD, LGD, PD, internal rating methodology according to Basel III financial reporting guidelines

- Knowledge of CCAR, DFAST stress testing rules

- Conduct exhaustive research and understand the research for Risk classification

- Must be independent enough to look for solutions to problems, but keep detailed records of what assumptions and steps were taken, and be able to communicate the logic in a clear and concise manner

- Candidate requires to work in US shifts (at least 2-3 weeks in a quarter)

Technical Skills :

- Advanced Excel Skills and coding in VBA, Exposure to tools like SQL, Python, R, Matlab

Job Description - Analyst- Quantitative Research Group (1/2)

Other Skills :

- Extraordinarily high level of motivation and commitment to working hard

- Extraordinarily high level of focus on work quality and attention to detail - making sure that all output is client ready with minimal supervision

- Effective communication skills, both verbal and written

- Strong business acumen and perspective

- A zeal to learn continuously and quickly

- Intellectual superiority - strong analytics

Criteria

Standard : E/D

Work Experience :

1-2 years relevant experience in regulatory reporting

Essential :

Exposure in implementing quantitative models for market/credit risk

Essential :

Background in statistics and econometrics

Knowledge :

- Knowledge of the working of financial markets, macro-economic factors, influences and trading techniques

- Experience in RWA, EAD, Basel III reporting

- Knowledge of various statistical techniques to analyse data, such as Regression, PCA etc.

- Knowledge of how to apply numerical techniques of computing to price derivative securities

- Knowledge of structured products market and their valuation

Skills :

- Excellent communication skills (both written and oral)

- Project and team management skills

- MS Excel financial modelling in VBA, SQL and R

- Exposure to at least one other tool, such as SPSS, Matlab, Python, SAS

Education :

- Bachelor's or Masters degree in Finance, Statistics, or Math or Engineering, or Econometrics

Pinki