Credit Risk Analyst - BFSI/KPO

We are handling a requirement for Credit Risk Analytics at Gurgaon with exp of 0.5 months to 3 years

Candidates Skills Required:

- Master's degree in Statistics/ Economics/ Econometrics/ Engineering/Mathematics or MBA (Tier 1 and Tier 2) with gud exposure in Credit Risk.

Roles & Responsibilities:

- Responsible for model validation, stress testing and economic capital modelling

- Development of a cash flow at risk model, credit rating models, liquidity risk models, stress testing, economic capital modeling

- Good Knowledge of techniques like logistic regression, stochastic processes, time series analysis, factor analysis, Monte-Carlo simulations etc