sr. 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
4-5
reference number
62110
contact
randstad india

job description

sr. rca (credit risk) in gurgaon

Roles & Responsibilities

 
  • Lead a team of high caliber credit risk modelers in delivering various projects such as PD, LGD, EAD, IFRS 9, stress testing, loan life-cycle models, and other Basel (or other regulations) related analyses

  • Lead project streams, take ownership for deliverables associated with client engagements and provide direction to Associates in developing models, documentation, and presentations

  • Create confidence with clients and demonstrate subject matter expertise and a commitment to excellence to all current and prospective clients

  • Work closely with client engagement team and sales team, including developing and presenting pre-sales materials and client proposals

  • Demonstrate thought leadership and show initiative and creativity in designing solutions for unique client challenges

  • Understand the applicable regulations and incorporate them in the projects  

  • Mentor and train junior team members

  • Hire suitable team members keeping tactical and strategic needs in mind

  • Travel onsite to client locations and other MA offices as and when needed

Qualifications

 
  • 6-8 years of relevant experience

  • Engineering or Post-graduate in business/ statistics/ mathematics/ economics/ other quantitative disciplines from top tier institutes

  • Consulting firms/Analytics/Research firms specializing in Analytics or bank analytics teams

  • Strong credit risk analytics and model development skills with ability to coach/guide less experienced analysts

  • Experience with bank regulations and accounting standards, such as CCAR/DFAST, IFRS 9 / CECL, Basel II & III, model risk management

  • Strong organizational skills, attention to detail and the ability to manage multiple projects with tight deadlines

  • Strong communication (verbal/written and presentation) skills and experience Solid experience of leading teams and managing client relationships

  • Skills: SAS/SQL, MS Office (Excel, Access, PowerPoint), VBA, Python, R, Matlab

  • Certifications such as FRM, CFA and CQF are a plus

skills

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

qualification

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