credit risk in gurgaon

posted
contact
randstad india
position type
permanent
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posted
location
gurgaon, haryana
function
Other
position type
permanent
experience
8
reference number
64321
contact
randstad india

job description

credit risk in gurgaon

Job Responsibilities

    • Developing wholesale credit risk models – PD/LGD for Real estate and Corporate portfolio as per IFRS9 requirements
    • Experienced in statistical modelling for low default portfolios
    • Coding in SAS/R/Python for data creation and modelling
    • Analyzing, explaining, validating and documenting the models and their results.
    • Assisting in research, modelling and development for refinement of the current credit risk framework
    • Communicating with stakeholders, internal audit, model validation, regulatory agencies and responding to their requests on a timely and accurate basis.          

Desired Skills

    • 4-8 years of relevant experience at a financial institution or a consulting firm, preferably on a Quant/ Data Science role in a data-rich environment
    • Experienced in modelling for Real estate and Corporate portfolio
    • Preferably Master’s degree in a quantitative field such as Statistics, Mathematics, Operations Research, Economics, or Finance, or equivalent
    • Experienced in developing/validating credit risk - PD/LGD/EAD/Stress testing models
    • Experienced in provisioning as per IFRS9 implementation for banks
    • Proficiency in programming and Advanced Statistical Techniques– R/SAS/Advanced excel
    • Analytical thinking, quantitative abilities and problem solving skills
    • Understanding of risk management concepts like Stress-Testing, regulatory frameworks for Risk Management
    • Attention to detail and ability to prioritize projects and workload
    • Self-motivated team player who brings a “can-do” approach
    • Ability to work well under pressure in a fast-paced team-oriented environment
    • Strong communication skills; ability to present complex and technical issues clearly, both verbally and in writing

Preferred Skills:

    • CFA/FRM will be an added advantage

SHORTDESCRIPTION

    • You will be developing wholesale credit risk models – PD/LGD for Real estate and Corporate portfolio as per IFRS9 requirements. Assisting in research, modelling and development for refinement of the current credit risk framework and code in SAS/R/Python for data creation and modelling.

skills

"credit risk", "Predictive modelling", "statistical modelling"

qualification

Any