AVP/Analyst - Quantitative Credit risk

AVP/Analyst Quantitative Credit risk

- The opening is in the team of a large captive KPO and the person will be working on International Risk Models.

- The person will be responsible for measuring and reporting credit, market and operational risk. This will include - estimating probability of default , loss given default etc. The person would also work on credit conversion factors for all exposures.

- The organisation is looking for a Quant analyst and an AVP with excellent technical skills and ideally some prior experience of quantitative credit risk modeling .

Role

- Assisting in the development of credit risk rating models .

- Assisting with credit risk parameters, involving performing modelling, liaison with independent validation teams and across the risk and finance functions.

- Assisting in the preparation of regulatory disclosures

- Project work around improvements to credit risk parameters.

Candidate Requirement

- Master’s degree or PhD in numerical discipline from top tier university.

- Knowledge of statistical and maths software packages (. R, Stata, Matlab, etc) and programming languages (VBa, C++, etc)

Please send your resumes to pooja@equilateral.co.in