Riskpro India Ventures Private Limited jobs - Model Validation Quant Analyst

Model Validation Quant Analyst

Riskpro India Ventures Private Limited
experience Fresher
salary Salary not disclosed
qualification
Job is expired
Posted: 5 Years ago
Views:
Applications:
Openings: 1

Job Description

Model Validation Quant Analyst, Risk Analytics and Basel Professional


Key Responsibilities for some or all roles :

  • Strong domain understanding of atleast one of the consumer / commercial / Capital markets portfolios
  • Good understanding of US regulations such as FRB OCC / SR 11-7FR Y / SEC is a plus
  • Knowledge of Basel II and Basel III
  • Review Probability of Default (PD) and Loss Given Default (LGD) model documentation and co-ordinate with business risk teams to receive validation data
  • Validate models on a periodic basis using data provided by model developers
  • Knowledge of statistical packages SAS / R / SPSS will be an advantage
  • Model Management/ model Validation /risk Analytics across Levels
  • Ability to develop stress testing and scenarios analysis tools.
  • Understanding or VaR Concepts, Liquidity risk, Tail Risk Measurement.
  • Develop Statistical & Mathematical Models in C++, Matlab, R.
  • To Evaluate various scoring and behavioral models and to build and check various scorecards for risk management.
To apply various statistical tools and to recommend the credibility of the models
To extensively use SAS and excel to carry out various model testing and its durability.
Experience in modeling/scoring majorly into model development and Review of the model
Hands on SAS Experience in must for the candidates.
Support the client"s risk function and having a good understanding of risks concepts including market risk, and operational risk.

Job Particulars

Role 
Education Any Graduate
Who can apply Freshers
Hiring Process Face to Face Interview
Employment Type Full Time
Job Id 290529
Job Category Others
State Karnataka
Country India

About Company

RiskPro is a specialized Risk Management solutions and Risk consulting company. It is managed by experienced professionals with experiences spanning various industries.
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