Is risk management your forte? Want to work in an area that makes or breaks a bank? Here is an opening for Credit Risk Statistical Analyst
Designation – Credit Risk Statistical Analyst
Location – Bangalore
About employer – iCreate
- Development of Risk Models ( PD/LGD/EAD/Macro Stress Testing) – From Data Cleaning to Model Performance Statistics Calculation
- Provide thought leadership to build risk analytics solutions
- Provide presentation to senior stakeholders in Banks
- Anchor the risk modeling team to build and implement the AIRB product in major Banks
Qualification and Skills Required:
- Master’s Degree (Economics/Statistics/Mathematics) from a reputed institute.
- Experienced in credit risk (PD/LGD) modeling
- Certifications in Predictive Analytics ( SAS Certification on Predictive Modeling) Preferred
- Strong quantitative and analytical abilities
- Domain expertise – strong experience in credit risk analytics preferably with major Banks or product companies.
- Statistical modeling experience in Basel framework is MUST
- Proficient in Predictive Modeling – Logistic Regression, Decision Tree, Clustering , Factor Analysis, PCA
- Strong communication, presentation and interpersonal skills
- Proficient in model development using R is MUST
- Expertise in analytical tools – SAS/SPSS/Matlab preferred
Interested candidates can apply for this job at this PAGE.