2 Opening(s)
2.0 Year(s) To 12.0 Year(s)
7.00 LPA TO 35.00 LPA
Role Summary:
The Credit Risk Quant Analysts will work on developing, validating, and enhancing models for credit risk assessment in banking and financial services.
Key Responsibilities:
Validate credit risk models, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).
Develop and implement credit risk scoring models using advanced statistical ...
3 Opening(s)
5.0 Year(s) To 10.0 Year(s)
Not Disclosed by Recruiter
Location - Bangalore (Remote is also fine. Candidate can travel to Bangalore once in a month for a week)Exp- 5+ to 9 Years
Notice – immediate to 30 days max.
Programming :
SAS (strong)
Data lineage
Data validation
Functional Skills :
BASEL
IFRS9
RWA (Risk Weighted Assets) Calculation
PD (Probability of Default)
LGD (Loss Given Default)
EAD (Exposure at Default)
ECL (Expected Credit ...
1 Opening(s)
5.0 Year(s) To 10.0 Year(s)
Not Disclosed by Recruiter
Location - BangaloreExp- 5 to 10 Years
Role - AM
Notice – immediate to 30 days max.
Data Analyst having -
5+ years of experience
Unstructured problem-solving mindset.
Willing to work in US Shift. (2 – 11 PM).
SQL (strong)
Banking knowledge & SAS (preferred)
Credit Risk knowledge
Python (basics)
PySpark (optional)
People who have worked on Risk data will have an advantage.