Key Technical competencies / Attributes -
- Competency to lead execution for risk advisory and analytics related projects in BFSI segment
- Experience across project cycle with understanding client requirements, scoping & end-to-end delivery
- Ability to analytically solve complex client problems, applying and administering analytical/modeling tools and techniques and drawing managerial insights through statistical techniques and predictive modeling
- Experience in pre-sales activities including collateral and proposal development Project experience
- Expertise in the development and validation of PD (PIT and TTC), LGD and EAD models
- Development of early warning indicator and credit scoring models
- ICAAP/Stress testing framework development and scenario analysis modeling
- Economic Capital and RAROC framework
- Risk Data warehousing & reporting
- Liquidity and market risk assessment
- Model development, Validation for Interest rate risk, VaR, Volatility etc.
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