Quantitative Risk Analyst

Job Description & Summary :

• Bachelor's or Master's degree in finance, economics, mathematics, or a related field
• 6+ years of relevant experience in credit risk management, with knowledge of PD / LGD / EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating models, and other credit risk models
• Advanced statistical and quantitative modelling skills : Linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, and other data mining / predictive modelling skills
• Strong programming skills in Python, R, SAS, Excel VBA, and other programming languages
• Good soft skills, including effective communication, team collaboration, and client engagement
• Strong project management skills
• FRM, CFA, CQF would be a plus

Responsibilities :

Mandatory skill sets : Credit Risk Quant

Preferred skill sets : Model Development / Validation

Years of experience required : 3+ Years

Education qualification : MBA / CA