Basel Modeling/PD/LGD Modeling/Regulatory Modeling - BFSI Domain

Location: Bangalore & Delhi/NCR

Total Exp.: 3-10 Years

Hiring across the levels for BFSI domain. Experience in Credit Risk Analytics and statistical modelling is required.

Must have developed PD/LGD/EAD models for banking clients.

Knowledge of the Basel 2 regulatory framework and capital measurement approaches (incl. PD, LGD, EAD models).

Hands on in SAS, SQL, R, Matlab, C++.

- Post graduate qualifications in statistics, econometrics, mathematics or any other quantitative discipline with exposure to different statistical techniques such as multiple regression, time series analysis, discriminant analysis, principal components, conjoint analysis, segmentation, clustering, survival data analysis etc.-

Interested candidates can touch base on 9811821826 or apply