Model Validation, Quant Analyst, Risk Analytics and Basel Professional

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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.

Job Domains
  • Model Validation
  • Model Development
  • Fraud Analytics
  • Stress Testing
  • Data Analytics
  • 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. .
  • Must have exposure to the Banking domain

    Contact

    Since these are urgent roles, candidates with right profile can secure a quick interview.
    Send details to manoj.jain@riskpro.in or call 98337 67114 for more details.

  • Risk Category: 

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