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CRM Credit Analytics


Source:
TIMESJOBS.COM
Location:
Mumbai, MH
Date:
07-11-2016
Job Code:
58220045
Categories:
  • Banking & Finance
Applying for this job will take you to an external site
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Job Details

Experience of PD, LGD and CCF models would be an asset, preferably from within a risk management department. Some experience in bank regulatory capital, Basel II/III, stress-testing would be advantageousShould have 6-7+ years of experience (in a quantitative role) with at least some of the followingOTC Derivatives (At least one asset class), Secured Financing TransactionsPricing modelsComputation of risk metrics (e.g VaR, EPE, PFE, RWA, Greeks)Credit Portfolio ModellingDefault and migration risk modelling, PD/LGD/CCF ModellingScenarios and stress testingRegulatory framework and rules (e.g. BASEL 2/3, CRD IV, AIRB, IMM etc)Good quant skills and aptitude Good technical skills exposure to one or more of the belowProgramming and Algorithms R (preferable), VBA / advanced Excel, Matlab etcDatabases and SQL MS Access, MySQL, Oracle etcunderstanding of IT implementation / infrastructure, as role needs to liaise with Risk ITAdvanced / Master s degree in finance, mathematics, econometrics, engineering or other quantitative subject. Candidates from other streams who are able to demonstrate solid quantitative understanding to be able to understand the stress testing framework in depth are welcome to apply as wellGood Communication skills (oral and written) Ability to communicate logically and precisely, including writing extended documentationHighly Detail Oriented. This role requires hand-on approach along with management oversightTeam management experience would be advantageous and desirable
Degree: MBA/ PGDM

Additional Degree: BA (Arts) | B.Com. (Commerce) | B.Pharm. (Pharmacy) | B.Plan. (Planning) | B.Sc. (Science) | BBA/ BBM/ BBS | BCA (Computer Application) | Diploma-Other Diploma | B.Ed. (Education) | BHM (Hotel Management)

Experience: 6-11

Requirements

Credit Control & Collections | Finance/Budgeting | Financial Analysis
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