Associate/ Senior Associate- Credit Risk Model Development/ Validation

2 - 7 Years

Job Description

Desired candidate must have relevant experience in in statistical modeling, quantitative research, credit risk management, or related field
Knowledge of one or more of global regulatory Topics CECL, IFRS 9, CCAR/DFAST, Basel II/III, SR-11/7 around data sufficiency, modeling methods, industry standards etc.
Experience in Credit Risk Modeling PD/LGD/EAD TTC, PIT, Stressed and unstressed portfolio
Experience in Model Development/Validation/Audit (implementation and execution experience do not count)
Well versed with one of more statistical techniques used in credit risk modeling Logistic Regression, Time series, OLS, Probit models, Survival techniques, Tobit, Fractional Logistic, Beta model, State Transition Matrix, Single Factor merton model etc.
Proficient in SAS/R/Python.
Conceptual understanding of the data and methodology used for credit risk regulatory models

Required Candidate profile

Desired candidate must have degree in a Finance, Economics, Statistics, Engineering + MBA; advanced degree a plus; with experience in Credit Risk Analytics & Model development. FRM, CFA, CPA certification a plus.

o Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business
o Excellent oral and written communication skills
o Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data
o Process orientation with strong technical skills and attention to detail
o Demonstrate deep technical capabilities and industry knowledge of financial product
o Willingness to travel to meet client needs

Salary: Not Disclosed by Recruiter

Industry:KPO / Research / Analytics

Functional Area:Analytics & Business Intelligence

Role Category:Analytics & BI

Role:Analytics Manager


Desired Candidate Profile

Please refer to the Job description above

Company Profile

Asterion Consulting Pvt. Ltd

The Client is a Big 4
View Contact Details+

Contact Company:Asterion Consulting Pvt. Ltd