2. Hands on experience in PD, LGD and EAD models and ability to relate it with key performance indicators such as capital and risk.
3. Analyzing and designing models to capture relationships between P&L and balance sheet variables across banking products
4. Will be part of modelling team that build statistical, regression and equilibrium models for key performance indicators of the bank.
5. Managing top down modelling and providing stress test insights for the senior management. This role offers good exposure to senior management and one of the fastest growing areas in stress testing.
6. Ability to manage adhoc requests and quick turnaround. Role requires quick learning and ability to deliver independently
7. Good communication skills and experience in onshore senior management interactions
8. Experience in model building and creating models/results documentation for senior management
Salary: Not Disclosed by Recruiter
Industry:KPO / Research / Analytics
Functional Area:Analytics & Business Intelligence
Role Category:Analytics & BI
Employment Type:Permanent Job, Full Time
Desired Candidate Profile
Contact Company:Asterion Consulting Pvt. Ltd
Reference Id:AST_Stress Testing