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363262

CRISIL
CRISIL
CRISIL

Crisil - Quant Analyst/Senior Quant Analyst - Model Validation

caution
2 - 6 Years.Mumbai/Pune
Posted 8 years ago
Posted 8 years ago
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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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9951

JOB VIEWS

263

APPLICATIONS

104

RECRUITER ACTIONS

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Pro

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Job Code

363262

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