Risk Analyst – Delhi (5+ years of experience)
Designation – Risk Analyst
Location – Delhi
About employer – Confidential
The ideal Candidate will be a Credit Risk Statistician / Modeler to support the analytical, reporting and data needs of a young, exciting and well-funded start up.
- Extensive knowledge of credit risk databases, credit bureau to provide data and analytical support to senior management team.
- Perform analysis of data using statistical analysis tools including SQL, R, and Excel, and present results and recommendations to management.
- Identify deviations from forecast/expectations and explain variances. Identify risk and/or opportunities.
- Identify opportunities to leverage statistical solutions to business problems.
- The Statistician must be an excellent communicator (both spoken and written forms) and be able to effectively foster interactive collaboration and discussions with other team members.
- He must be able to present analysis and conclusions in a logical and clear manner.
Qualification and Skills Required
- Bachelor’s degree required in a highly technical/mathematical discipline (i.e. statistics, mathematics, quantitative analysis, economics, computer science, etc). plus 5 years’ experience in credit risk management or other quantitative financial analysis.
- The Candidate will be required to use data mining, predictive modeling and statistical techniques to solve business problems.
- Strong expertise with SAS / R for data manipulation , practical experience with ARIMA, ARIMAX.
- Knowledge of at least one of the following: credit loss forecasting models (NCO, PD, LGD), PPNR, time series, (OLS) linear regression models and statistical sampling techniques. Familiarity with SR11-07 regulatory guidance for Model Risk Management and previous experience doing model validation.
- Understanding of CCAR, DFAST (stress testing models), Basel, AML and fraud models, and ALLL models is a plus.
- Knowledge of financial services.
- The candidate will be required to develop their statistical modeling skills in areas such as segmentation analysis, logistic regression, decision trees, and multivariate analysis.
- Ability to use analytics in a collaborative effort across functions to derive optimum solutions to business problems.
- Demonstrated problem solving skills.
- Demonstrated ability to effectively communicate (written and verbal) technical and analytical information to a variety of interested parties at all levels.
- Experience data mining large databases
Interested people can apply for this job by sending their updated CV to [email protected] with subject as Risk Analyst – Delhi and the following details:
- Total Experience
- Current CTC
- Expected CTC
- Notice Period