Senior Analyst - Risk Modeling/Risk Analytics - Financial Services

Risk - Analytics/ Quantitative Models/ Risk Modeling (PD/ LGD/ CCAR/ PPNR Models)

EXP: 4-6 yrs in financial services-in core modelling activity

Education : Open

Location Gurgaon

Technical Knowledge : R OR Python.

Job Responsibility :

- Responsible for building Risk Models - PD, LGD, CCAR, PPNR Models.

- Handling Bureau Data analysis, investigation and PD model bench marking

- Development of Application Scorecard or Behavioral Scorecard

- Providing analytical solutions and delivering tangible business value for Credit Scoring,Fraud Score,Collection Models( Early Stage/Late Stage)

- Expertise in the area of creating statistical models, optimization of resources and business consulting in the area of credit risk analytics

- Building models from scratch-Model design and Data Creation

- Interaction with Stakeholders to understand the requirement

- Good Knowledge in Scorecard, PPNR, CCAR, Basel, IFRS9, PD, LGD, EAD models or AML Models