Analyst/Senior Analyst - Model Validation - Credit Risk/Market Risk - KPO

We are hiring for a leading KPO based at Bangalore

Position : Analyst/ Sr. Analyst

Experience : 1-5 yrs in Analytics, Model Validation for Credit risk/ Market risk Models.

Role & Responsibilities :

- Responsible for Validation/development of Credit risk/ Market Risk models like PD/ LGD, Var Models, IFRS9, Basel Models, Operations risk, Liquidity Risk Modeling

- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation

- Experience in validation of Credit risk/Market Risk Models across various classes v

- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives).

- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including SAS, Python & R