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.