Designation – Risk Analyst

Location – Delhi

About employer – Confidential

Description

The ideal Candidate will be a Credit Risk Statistician / Modeler to support the analytical, reporting and data needs of a young, exciting and well-funded start up.

Responsibilities

• Extensive knowledge of credit risk databases, credit bureau to provide data and analytical support to senior management team.
• Perform analysis of data using statistical analysis tools including SQL, R, and Excel, and present results and recommendations to management.
• Identify deviations from forecast/expectations and explain variances. Identify risk and/or opportunities.
• Identify opportunities to leverage statistical solutions to business problems.
• The Statistician must be an excellent communicator (both spoken and written forms) and be able to effectively foster interactive collaboration and discussions with other team members.
• He must be able to present analysis and conclusions in a logical and clear manner.

Qualification and Skills Required

• Bachelor’s degree required in a highly technical/mathematical discipline (i.e. statistics, mathematics, quantitative analysis, economics, computer science, etc).  plus 5 years’ experience in credit risk management or other quantitative financial analysis.
• The Candidate will be required to use data mining, predictive modeling and statistical techniques to solve business problems.
• Strong expertise with SAS / R for data manipulation , practical experience with ARIMA, ARIMAX.
• Knowledge of at least one of the following: credit loss forecasting models (NCO, PD, LGD), PPNR, time series, (OLS) linear regression models and statistical sampling techniques. Familiarity with SR11-07 regulatory guidance for Model Risk Management and previous experience doing model validation.
• Understanding of CCAR, DFAST (stress testing models), Basel, AML and fraud models, and ALLL models is a plus.
• Knowledge of financial services.
• The candidate will be required to develop their statistical modeling skills in areas such as segmentation analysis, logistic regression, decision trees, and multivariate analysis.
• Ability to use analytics in a collaborative effort across functions to derive optimum solutions to business problems.
• Demonstrated problem solving skills.
• Demonstrated ability to effectively communicate (written and verbal) technical and analytical information to a variety of interested parties at all levels.
• Experience data mining large databases

Interested people can apply for this job by sending their updated CV to [email protected] with subject as Risk Analyst – Delhi and the following details:

1. Total Experience
2. Current CTC
3. Expected CTC
4. Notice Period

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