rca (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
65590
contact
randstad india

job description

rca (credit risk) in gurgaon

Roles & Responsibilities

  • Work credit risk analytics and stress testing models for delivering various projects viz. PD, LGD, EAD, stress testing, loan life-cycle models – modeling, independent review, gap assessment

  • Learn and implement techniques in building and testing various quantitative models

  • Understanding of regulatory capital and economic capital modeling for credit risk

  • Use tools such as SAS, R, Python, SQL, and Matlab to manipulate data, develop and validate quantitative models 

  • Assist in management of projects to deliver projects and deliverables in an effective and timely manner

  • Travel to client locations as and when needed

  • Develop and present project results and analysis to clients

Qualifications

  • 2-4 years of Relevant risk analytics/quantitative analytics experience  

  • Good understanding of retail and wholesale portfolios

  • Good knowledge of statistics/ econometrics and exposure to Risk Management in Banking

  • Good knowledge of Basel and IFRS 9 Regulations around Credit Risk, and CCAR/ DFAST

  • Robust credit risk analytics/ stress testing and model development skills

  • Skills: SAS/SQL, R, Python, VBA, Matlab

  • Strong verbal and written communication skills

  • Certifications such as CQF, FRM, and CFA will be considered a plus

  • Experience in Stress test modeling under PRA/ DFAST will be regarded as a plus

  • Hands-on relevant experience in credit risk modeling is a definite preference and a plus

skills

Retail, credit rating, programming, Stress testing, credit research, wholesale

qualification

MBA/PGDM, PGDM, M.Com, M.A, CA, PG Diploma