Job Description
Consultant / Senior Consultant / Managers (Across levels 0-8 years experience)
There are multiple roles starting from freshers to experienced Modeling and Analytics Professionals. The jobs are with a leading Analytics Company operating globally.
Model Validation, Quant Analyst, Risk Analytics and Basel Professional | Riskpro India - Connect with Risk Professionals Model Validation, Quant Analyst, Risk Analytics and Basel Professional
Basel II / III Analytics
Key Responsibilities for some or all roles Strong domain understanding of atleast one of the consumer / commercial / Capital markets portfolios Good understanding of US regulations such as FRB OCC / SR 11-7FR Y / SEC is a plus Knowledge of Basel II and Basel III Review Probability of Default (PD) and Loss Given Default (LGD) model documentation and co-ordinate with business risk teams to receive validation data Validate models on a periodic basis using data provided by model developers Knowledge of statistical packages SAS / R / SPSS will be an advantage Model Management/ model Validation /risk Analytics across Levels Ability to develop stress testing and scenarios analysis tools. Understanding or VaR Concepts, Liquidity risk, Tail Risk Measurement. Develop Statistical Mathematical Models in C++, Matlab, R. To Evaluate various scoring and behavioral models and to build and check various scorecards for risk management. To apply various statistical tools and to recommend the credibility of the models To extensively use SAS and excel to carry out various model testing and its durability. Experience in modeling/scoring majorly into model development and Review of the model Hands on SAS Experience in must for the candidates. Support the client "s risk function and having a good understanding of risks concepts including market risk, and operational risk.
Job Location Roles will have a base location of Bangalore and other major Indian Cities. Client projects are mostly in US Geography.
Keyskills Stress Testing Model ValidationModel Developmentriskdata reporting Quant Analystconsumer finance PD / LGD model ValidationFraud AnalyticsRisk Analytics SAS Statistics QuantsBasel Research Matlab Simulation scorecardanalytics
Desired Candidate Profile Education
B. Sc - Maths, Statistics, B. Tech/B. E. - Any Specialization, B. A - Economics, Statistics, Maths MSc in quantitative disciplines (Maths, Statictics, Physics, Engineering) from a top institute Statistics/ Mathematics/ Economics/Engineering from good institutes
Prior Experience Experience of 0-8 yrs with good knowledge of SAS Require experience in Credit Risk with hands on experience on SAS. Experience with Statistical Modeling and Analytic Techniques such as OLS and logistic regression, univariate and multivariate statistical analysis, CART and/or CHAID, scorecard development, maintenance and validation experience in a banking environment Strong background in financial engineering 2- 8 yrs + years of experience in similar role of model validation or model development for pricing and risk function of a Global bank. Strong quantitative skills and academic achievement (Masters or Ph. D in a quantitative discipline such as Physics, Mathematics, Computer Science etc- added advantage Keen interest in financial markets, self-motivated. For some roles, good knowledge of some relevant programming language. (C++, C#, Excel VBA, MatLab) Good communication skills: Team players and have the ability to come up with solutions quickly and think through these solutions with others. Strong analytical skills Exposure to logistic regression, segmentation, clustering, etc. . 5. 58 KB
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Partner with Us
Riskpro India Ventures Private Limited (Riskpro India) is an independent Risk Management firm registered with Limited Liability.
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Job Classification
Industry: KPO / Research / Analytics,
Functional Area: Financial Services, Banking, Investments, Insurance,
Role Category: Mutual Funds/Fund Management/Asset Management
Role: Mutual Funds/Fund Management/Asset Management
Employement Type: Full time
Education
Under Graduation: Any Graduate in Any Specialization
Post Graduation: MBA/PGDM in Marketing
Doctorate: Doctorate Not Required
Contact Details:
Company: Riskpro Ventures
Keyskills:
analytics
risk management
development
c++
sas
health insurance
documentation
market risk
operational risk
risk analytics
