Credit Risk Statistical Analyst – iCreate, Bangalore (5 – 10 years of experience)

deepak Last Updated : 11 Nov, 2014
< 1 min read

Is risk management your forte? Want to work in an area that makes or breaks a bank? Here is an opening for Credit Risk Statistical Analyst

Designation – Credit Risk Statistical Analyst

Location – Bangalore

About employer iCreate

 Responsibilities:

  • Development of Risk Models ( PD/LGD/EAD/Macro Stress Testing) – From Data Cleaning to Model Performance Statistics Calculation
  • Provide thought leadership to build risk analytics solutions
  • Provide presentation to senior stakeholders in Banks
  • Anchor the risk modeling team to build and implement the AIRB product in major Banks

Qualification and Skills Required:

  • Master’s Degree (Economics/Statistics/Mathematics) from a reputed institute.
  • Experienced in credit risk (PD/LGD) modeling
  • Certifications in Predictive Analytics ( SAS Certification on Predictive Modeling) Preferred
  • Strong quantitative and analytical abilities
  • Domain expertise – strong experience in credit risk analytics preferably with major Banks or product companies.
  • Statistical modeling experience in Basel framework is MUST
  • Proficient in Predictive Modeling – Logistic Regression, Decision Tree, Clustering , Factor Analysis, PCA
  • Strong communication, presentation and interpersonal skills
  • Proficient in model development using R is MUST
  • Expertise in analytical tools – SAS/SPSS/Matlab preferred

 Interested candidates can apply for this job at this PAGE.

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