This role is a critical and challenging role which requires a dynamic, bright and hands-on Quant. The role involves:- - Resolving complex issues in building and validating credit risk models (PD/EAD/LGD) used in the calculation of economic and Basel capital for wholesale portfolios - Managing end-to-end project delivery with onsite / offshore teams - Helping develop newer capabilities and executing trial assignments - Working on risk modeling, risk model validation activities as maybe required - Managing small team/s of quant analysts - Focusing on newer technologies (Big Data) and newer modeling techniques (Machine Learning, Artificial Neural Networks) to ensure models get developed - Ensuring knowledge dissemination internally across other teams and participating in training activities - Helping create - thought leadership- by writing papers, articles and contributing to external forum presentations - Should have hands-on work-experience as a Quant Modeler and developed/validated credit risk models (PD/LGD/EAD) for financial institutions, especially for wholesale portfolios. - Should have very good domain knowledge of wholesale products like Commercial Real Estate, Commercial and Industrial (C&amp;I), Residential Real Estate Loans etc. - Should have Strong quantitative and statistical skills (time series analysis, logistic/ linear regression, and segmentation) - Should have solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data - Should have strong Basel, CCAR and DFAST, FRY-14A, SR-11/7 understanding. - Should have hands-on experience of statistical software like SAS and R used for modeling purposes

Mumbai

CRISIL - Senior Consultant - Quant  

CRISIL - Senior Consultant - Quant   ,Job Description for CRISIL - Senior Consultant - Quant   in Crisil in  Mumbai for (3-5) years of experience. Apply Now!

Job Description for CRISIL - Senior Consultant - Quant   in Crisil in  Mumbai for (3-5) years of experience. Apply Now!