Research Analyst / Senior Research Analyst
Job Duties :
- Work in the quantitative modeling team of Risk Analytics division of CRISIL Global Research Analytics
- The candidate will be working on risk modeling assignments
- The candidate would be working on Basel II/III’s pillar 1 and pillar 2 related projects
- The candidate would work on credit and market risk estimation techniques (pillar 1) and ICAAP (pillar 2), OCC guidelines on model risk/validation
- The candidate would be required to work on development and model validation of risk models – PD,LGD, EAD, VaR (market, credit)
- Stress testing – PPNR forecasting, econometric modeling
Qualification :
- B.Tech/B.Stat/MBA/Financial Engineer with strong grasp/experience in risk theories/concepts
- FRM would be a plus
Skills Required :
- Experience in SAS / R – for modeling risk
- Strong understanding of statistical concepts/ time series modeling
- Good communication skills
- Strong in Excel, VBA; C++/Java experience would be a plus
- Deep understanding of risk concepts and regulations
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