VP/Senior Consultant - Credit Risk Modeling - CCAR

VP/Senior Consultant - Credit Risk Modeling

- This Sr. Consultant/ Consultant position supports the Credit Risk Modeling and Quantification team and is responsible for providing accurate and timely information supporting development, maintenance, back-testing, and monitoring of probability of default (PD), exposure at default (EAD), loss given default (LGD), borrower risk rating, and stress testing models

Qualification : Ph.D or Master in Statistics/ Economics/Mathematics/advanced degree in quant area or B.tech. From tier 1 college with MBA in related field

Skills Required :

- Looking out for a candidate who has worked on Credit Risk modeling - CCAR.

- Excellent oral and written communication skills

- Basic CCAR and DFAST, FRY-14A, SR-11/7 understanding. Strong regulatory understanding. Experience in Moddy's risk analyst, different rating data sources like Fitch, Credit pro, Moody etc.

- Solid analytical and problem-solving skills; ability to isolate and solve

- Technical skills / systems knowledge (e.g. SAS, R, and Advanced Excel) is preferred

- Minimum 4-6 years of credit risk modelling experience across wholesale and retail

- Working knowledge of SAS and Excel strongly preferred

- Understanding of basic bank/credit accounting and finance principles; loan or GL system experience, Basel II knowledge a plus

- Understanding of data governance/quality principles

- Strong presentation and interpersonal skills

- Related Industry qualification (e.g., CFA, FRM)

- Experience in people and program management will be preferred