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Posted in
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Job Code
363262
Job title : Quant Analyst / Senior Quant Analyst - Model Validation
Location : Mumbai/Pune
Experience : 2-6 years
Job Duties :
- Work in the quantitative modeling team of Risk & Analytics division of CRISIL Global Research & Analytics
The candidate will be working on risk modeling assignments including :
- Development and validation of risk models - PD, LGD, EAD, VaR (credit risk, market risk)
- ICAAP (pillar 2) modeling including economic capital computation
- Enterprise risk/stress testing models - PPNR modeling, loss forecasting, econometric modeling
- The role might involve overseas project-related travel for short durations
Qualification : Master's degree in Statistics/Econometrics/Economics/other quantitative disciplines with strong understanding of risk theories/concepts, FRM certification would be a plus
Skills required :
- Experience in SAS/R/MATLAB for modeling risk
- Strong understanding of statistical concepts/time series modeling
- Strong communication and documentation skills
- Deep understanding of risk concepts and regulations
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Posted By
9951
JOB VIEWS
263
APPLICATIONS
104
RECRUITER ACTIONS
See how you stand against competition
Pro
View Insights
Posted in
Banking & Finance
Job Code
363262
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