Details:

Job Responsibilities:
o Competency to lead execution for risk advisory and analytics related projects in BFSI segment

o Experience across project cycle with understanding client requirements, scoping & end-to-end delivery

o Ability to analytically solve complex client problems, applying and administering analytical/modeling tools and techniques and drawing managerial insights through statistical techniques and predictive modeling

o Experience in pre-sales activities including collateral and proposal development

Experience & Skills Required:
o Expertise in the development and validation of PD (PIT and TTC), LGD and EAD models

o Development of early warning indicator and credit scoring models

o ICAAP/Stress testing framework development and scenario analysis modeling

o Economic Capital and RAROC framework

o Risk Data warehousing & reporting

o Liquidity and market risk assessment

o Model development, Validation for Interest rate risk, VaR, Volatility etc.

o 5-8 years of relevant experience

o Sector experience in BFSI 

o Prior experience in consulting, data analytics firms

o Hands on Experience in statistical analytics software like R or SAS 

o MS access, excel and PPT 

Min. Qualification:

ug

Skills Required:

credit risk, excel, predictive modeling, r, sas, statistical modeling