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IN-Senior Manager _ Credit Risk Quant _Advisory Corporate_Advisory_Pune Job Opening In Pune – Now Hiring PwC

IN Senior Manager _ Credit Risk Quant _Advisory Corporate_Advisory_Pune

    India Jobs Expertini Expertini India Jobs Pune Financial Specialists In Senior Manager _ Credit Risk Quant _advisory Corporate_advisory_pune

Job description

Description

& Summary: · Bachelor's or Master's degree in finance, economics, mathematics, or a related field · 6+ years of relevant experience in credit risk management, with knowledge of PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating models, and other credit risk models · Advanced statistical and quantitative modelling skills: Linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, and other data mining/predictive modelling skills · Strong programming skills in Python, R, SAS, Excel VBA, and other programming languages · Good soft skills, including effective communication, team collaboration, and client engagement · Strong project management skills · FRM, CFA, CQF would be a plus

Responsibilities:

· Expert in the Model development primarily for PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating models, and other credit risk models for retail, commercial or wholesale domain as per regulatory guidelines such as Capital Requirement Regulation (CRR) / Capital Regulation Directive (CRD) IV/ IFRS9 and BASEL · Expert in the Model validation process involves understanding of model validation/ Risk Management guidelines such as SR 11/7 and SS 3/18, model development document, testing, and benchmarking and report writing · Sound knowledge of current market trends and the regulatory agenda related to credit risk models particularly from a UK/US/European context · Ability to independently review model documentations, undertake appropriate qualitative & quantitative analysis and author high quality analytical documentation · Assist clients in developing and implementing credit risk models, providing advice and guidance as needed · Prepare and deliver presentations to clients on credit risk topics · Manage projects and ensure deliverables are completed on time and within budget

· Good written and verbal communication and presentation skills and ability to build report with the stakeholders to suggest the solution and communicate the impacts

Mandatory skill sets:

Credit Risk Quant

Preferred skill sets:

Model Development / Validation

Years of experience required:

12+ Years

Education qualification:

MBA/CA

Education Degrees/Field of Study required: Master of Business Administration, Chartered Accountant DiplomaDegrees/Field of Study preferred:Certifications Required SkillsLCR MetersOptional SkillsAccepting Feedback, Accepting Feedback, Active Listening, Analytical Thinking, Anti-Bribery, Anti-Money Laundering Compliance, Business Ethics, Coaching and Feedback, Code of Ethics, Communication, Compliance and Governance, Compliance and Standards, Compliance Auditing, Compliance Frameworks, Compliance Program Implementation, Compliance Reporting, Compliance Review, Compliance Risk Assessment, Compliance Training, Controls Compliance, Creativity, Cybersecurity Risk Management, Data Analysis and Interpretation, Data Protection Management (DPM), Disability Support {+ 38 more}Desired Languages Travel RequirementsNot SpecifiedAvailable for Work Visa Sponsorship?NoGovernment Clearance Required?NoJob Posting End Date

Required Skill Profession

Financial Specialists


  • Job Details

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