• Senior Analyst - Credit Risk Analytics - BFSI Jobs in Gurgaon,India - 25114961

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Job Description:

We are hiring for a leading KPO based at Gurgaon

Position Sr Analyst

Experience 4-6 yrs in Analytics, Model Validation for Credit risk/ Market risk Models

Role & Responsibilities

- Responsible for Validation/development of Credit risk/ Market Risk models like PD/ LGD, Var Models, IFRS9, Basel Models, Operations risk, Liquidity Risk Modeling

- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation

- Experience in validation of Credit risk/Market Risk Models across various classes

- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives)

- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including SAS, Python & R

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 17th May 2020

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