Financial Analyst -Quantitative Research - Credit / Market Risk

Symmetrical Management Consulting
  • Noida
  • 12-20 lakh
  • 3-8 years
  • Views
  • 13 Jan 2017

  • Business Analytics

  • Banking - Retail
Job Description

Experience in Statistical Modelling Techniques
Experience in Credit Analytics and modelling
Hands on experience on R and Excel
Knowledge of Credit Risk, Market Risk, Regulatory guidelines specifically Basel III preferable
Experience in RWA, EAD, LGD, PD, internal rating methodology according to Basel III financial reporting guidelines preferable
Conduct exhaustive research and understand the research
Must be independent enough to look for solutions to problems, but keep detailed records of what assumptions and steps were taken, and be able to communicate the logic in a clear and concise manner
Candidate requires to work in US shifts (at least 2-3 weeks in a quarter)

3-5 years relevant experience in statistical modelling
Exposure in implementing quantitative models for market/credit risk
Knowledge of the working of financial markets, macro-economic factors, influences and trading techniques
Experience in RWA, EAD, Basel III reporting
Knowledge of various statistical techniques to analyse data, such as Regression, PCA etc.


Job Posted By

Jyoti Sharma
Client account manager