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GurgaonGurugram, India
beBee S IN
Full time
Client: A fast-growing data-sciences company based in Noida. They provide best-in-class data-driven solutions to clients across industries and geographies. They are in an expansion mode and expect to triple their current numbers by end of the year.
Position: Consultant – Statistical Credit Risk Analytics
Location: Noida
Joining: Immediate to 30 days
Job Description: Looking out for candidates with past experience in risk analytics. The individual would be expected to work with client service teams on risk management (specifically w.r.t. risk estimation based on statistical models), primarily credit risk.
Key Responsibilities:
1) Understand business problem at hand and devise a framework to diagnose/solve it using available data.
2)Explore multiple data sources, their relationships and work to combine them to provide meaningful analyses and insights related to credit risk.
3) Work with existing models and processes to estimate risk parameters (PD, LGD).
4) Document processes with adequate clarity and detail to meet internal as well as regulatory requirements.
Requirements:
1) BE/BTech or a Post-graduate degree (preferably in Statistics or an MBA or Economics degree with a strong quantitative underpinning) from a respected institution with an outstanding academic record.
2) 3y – 6y of professional work experience with a reputed bank, insurance, other financial firm or analytics firm in risk modelling/quantitative risk management.
3) Specific exposure to either credit risk or market risk.
4) Score card Development experience
5) Statistical Credit Risk Modelling experience
6) Strong business sense and deep understanding of the quantitative foundations of risk management.
7) Must have excellent problem solving skills, team skills, entrepreneurial ability and communication skills
8) Ability to work under pressure and deliver on tight deadlines
9) Candidate should have sound knowledge of Multivariate Statistics, Econometric Analysis and Decision Trees
10) Experience with tools like SAS, SQL, Python for data and Advanced Excel
