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Consultant/Senior Consultant - Credit Risk Quant

3.00 to 9.00 Years   Chennai   31 Jul, 2023
Armour Corporate Services
Job LocationChennai
EducationNot Mentioned
SalaryNot Disclosed
IndustryRecruitment Services
Functional AreaGeneral / Other Software
EmploymentTypeFull-time

Job Description

    Position: Consultant / Sr Consultant Credit Risk Quant Location: Bangalore, Gurgaon, Mumbai, Pune, Kolkata Role and Responsibilities:1. Credit Risk QuantStrong Basel II/III IRB, IFRS9 model development (PD/LGD), Scorecards (Wholesale/Retail) modelling / Model Validation (IRB, IFRS9, CRD4 , CECL , CCAR ) Data Modelling ( RB, IFRS9, CRD4 , CECL , CCAR ), Model Development (RB, IFRS9, CRD4 , CECL , CCAR ), Model Monitoring (RB, IFRS9, CRD4 , CECL , CCAR )a. One of SAS, Python is mustb. Prefer people with M.Stat/Math/Engineering background 2. Credit Risk QuantModel Validation , Data Modelling, Model Development , Model Monitoring Qualification :- B.Sc (Maths or Stats) OR M.Sc (Maths or Stats) OR Engineers Looking for immediate joiners, serving notice period, 15 days np. This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.,

Keyskills :
sapcustomer relationsdeliverysalessqlcredit riskdata modelingmodel validationmodel developmentsasirbriskccarbaselpythoncreditengineersconsulting

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