Opening for Credit Risk Analyst position at Bangalore

Opening for Credit Risk Analyst position at Bangalore 

Immediately contact at rakhi@vibrantserve.com for more details.

Looking For: Asst. Manager/Team Lead / Team Member "Credit Risk Analytics"
Experience: 1 - 6yrs
Qualification: MA/ MSc.in Stats / Eco / Maths/ MBA (Fin)/BE/BTech.
Location : Bangalore
Domain : Finance / Marketing

Skills: Experience in Statistical analysis, Credit Risk model building (OLS Linear/Logistic), Data mining, Forecasting (Time series) & Prediction by using statistical software & packages like SAS, SPSS, Minitab, MS Office.

Requirement:
Needs strong exposure in Financial Risk management.

Understanding clients' requirements to develop customized risk reports within regulatory framework, executing Value at risk, Stress testing and Back testing as per Basel II guidelines.

Prepared Test cases and Functional specification document for Asset Liability Management product: Rate shock Analysis, Scenario Analysis (Using Monte Carlo Simulation), Balance projection using Historical simulation, Effective Duration Calculation, Impact Analysis,

Transfer pricing mechanism, Cost allocation, Cost to Close, Behaviour analysis.

Developing and validating quantitative models for assessing credit risk.

Provided effective consulting to client on Fund Transfer pricing Mechanism and advanced
Asset Liability Management analytics like Duration and Sensitivity analysis.

Understanding clients' requirements to develop customized risk reports within regulatory framework, executing Value at risk, Stress testing and Back testing as per Basel II guidelines.

Conducted Successful POC (Proof of concept) at multiple Indian and International client locations.

Analyze requirements of different prospects that come through RFP/RFI and respond accordingly