We are looking for positions in Risk Analytics with a leading Consulting organisation at Gurgaon
Experience : 8-11 years exp with good exposure in risk analytics - model development, validation or risk analytics at a global bank or consulting firm
Post Graduate with core specialization on Mathematics, Statistics, Economics, Econometrics / MBA finance from Tier 1 institutes.
Role & Responsibilities :
- Building Risk Models or Validation of risk models.
- Building quantitative tools to improve the quality and efficiency of model validations.
- Responsible for developing Stress Based Models- CCAR,Capital Models - PD, LGD, EAD Models.
- Developed credit risk scoring models for small and medium enterprises.
- Assisted in portfolio optimization for an investment company from Middle East
- Deep expertise in one or more quantitative risk topics to be able to serve as SME and train others,
- Strong technical expertise in at least two analytical software packages such as SAS, R, MATLAB, Python, VBA
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