risk consulting associate in gurgaon

posted
contact
randstad india
position type
permanent
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posted
location
gurgaon, haryana
function
Banking & finance
position type
permanent
experience
5
reference number
65649
contact
randstad india

job description

risk consulting associate in gurgaon

Overview
ERS Risk and Finance Analytics (RAFA) line of business provides risk management solutions though its
products and through advisory in the credit risk, market risk, and ALM related risks. The current opportunity
requires to be directly involved in the projects on design and development of models & risk management
solutions in credit risk advisory. We are looking to add highly motivated and dedicated individuals to the team
with a strong quantitative aptitude and complex business problem solving skills. It is a high visibility, fast
growing team offering a highly challenging, innovative and dynamic work environment. While this role is
based in Gurgaon or Bangalore, it may require candidates to be flexible to travel to client locations situated
globally for consulting projects. 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 plusEEO Language Moody’s is an equal opportunity employer. All qualified applicants will receive consideration
for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status or
any other characteristic protected by law.

skills

Enterprise Risk Solutions, Risk and Finance Analytics, risk analytics/quantitative analytics

qualification

MBA/PGDM