Job
Description
Dear Greetings!!! Urgent Opening in Risk Analytics Role JOB Profile 2 - 5 years of relevant Risk Analytics experience at one or more Financial Services firms, or Professional Services / Risk Advisory with significant exposure to one or more of the following areas: l Development, validation, and audit of: l Credit Risk- PD/LGD/EAD Models, CCAR/DFAST Loss Forecasting and Revenue Forecasting Models, IFRS9/CECL Loss Forecasting Models across Retail and Commercial portfolios l Credit Acquisition/Behavior/Collections/Recovery Modeling and Strategies, Credit Policies, Limit Management, Acquisition Frauds, Collections Agent Matching/Channel Allocations across Retail and Commercial portfolios l Regulatory Capital and Economic Capital Models l Liquidity Risk Liquidity models, stress testing models, Basel Liquidity reporting standards l Anti Money Laundering AML scenarios/alerts, Network Analysis l Operational risk – AMA modeling, operational risk reporting l Conceptual understanding of Basel/CCAR/DFAST/CECL/IFRS9 and other risk regulations l Experience in conceptualizing and creating risk reporting and dashboarding solutions. l Experience in modeling with statistical techniques such as – linear regression, logistic regression, GLM, GBM, XGBoost, CatBoost, Neural Networks, Time series – ARMA/ARIMA, ML interpretability and bias algorithms etc. l Programing Languages - SAS, R, Python, Spark, Scala etc., Tools such as Tableau, QlikView, PowerBI, SAS VA etc. l Strong understanding of Risk function and ability to apply them in client discussions and project implementation. Academic Requirements: Degree in a quantitative discipline mathematics, statistics, economics, financial engineering, operations research or related field or MBA Strong academic credentials and publications, if applicable. Industry certifications such as FRM, PRM, CFA preferred. Excellent communication and interpersonal skills. Thanks & Regards Shweta Rawat AM-HR Mount Talent Consulting, an ISO 9001:2008 Company Consulting | Learning | Recruitments Delivering Operations @ India, US, APAC & EMEA Shweta.rawat@mounttalent.com| Website: www.mounttalent.com
