AVP/VP - Credit Analytics - Investment Banking

We have immediate openings with One of our Global Banking Client.

Client : Investment Banking

Mandatory Skills :

- Experience in Credit Analytics and CCAR

- Experience in Stress Testing & PD or LGD

- Hands on experience in VBA or SAS

- Qualification - MBA or CA

Required Skill Set

- Candidate should have strong credit risk models understanding like PD/LGD calculation and the expected impact on portfolio's PD /LGD due to macro event.

- He should have prior work ex with one of the global investment bank for stress testing of the portfolio. Candidate should also be able to figure out the various macro events which can impact the portfolio.

- Should have associated with CCAR calculation for the PRA or other regulators. Economics background would be an additional advantage.

- In terms of analytical skills should be well versed with VBA/ SAS and comfortable with amending simple model basis onshore requirement.

Work Location: Mumbai

Karthika Devi
Hr Recruiter
9486040502