Opportunity Description
Description
& Summary:
Bachelor's or Master's degree in finance, economics, mathematics, or a related field4+ years of relevant experience in credit risk management, with knowledge of PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating models, and other credit risk modelsAdvanced statistical and quantitative modelling skills: Linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, and other data mining/predictive modelling skillsStrong programming skills in Python, R, SAS, Excel VBA, and other programming languagesGood soft skills, including effective communication, team collaboration, and client engagementStrong project management skillsFRM, CFA, CQF would be a plusResponsibilities:
Expert in the Model development primarily for PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario a...
Full time
Financial Specialists
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