CA, CFA, CMA, MBA, MCOM/BCOM
Work from Office
Any Post Graduation
ERS Risk and Finance Analytics (RAFA) line of business provides risk management solutions though its products and through advisory in the credit risk, market risk, and ALM related risks. The current opportunity requires to be directly involved in the projects on design and development of models & risk management solutions in credit risk advisory. We are looking to add highly motivated and dedicated individuals to the team with a strong quantitative aptitude and complex business problem solving skills. It is a high visibility, fast growing team offering a highly challenging, innovative and dynamic work environment. While this role is based in Gurgaon or Bangalore, it may require candidates to be flexible to travel to client locations situated globally for consulting projects.
Roles & Responsibilities
Work credit risk analytics and stress testing models for delivering various projects viz. PD, LGD, EAD, stress testing, loan life-cycle models – modeling, independent review, gap assessment
Learn and implement techniques in building and testing various quantitative models
Understanding of regulatory capital and economic capital modeling for credit risk
Use tools such as SAS, R, Python, SQL, and Matlab to manipulate data, develop and validate quantitative models
Assist in management of projects to deliver projects and deliverables in an effective and timely manner
Travel to client locations as and when needed
Develop and present project results and analysis to clients
2-4 years of Relevant risk analytics/quantitative analytics experience
Good understanding of retail and wholesale portfolios
Good knowledge of statistics/ econometrics and exposure to Risk Management in Banking
Good knowledge of Basel and IFRS 9 Regulations around Credit Risk, and CCAR/ DFAST
Robust credit risk analytics/ stress testing and model development skills
Skills: SAS/SQL, R, Python, VBA, Matlab
Strong verbal and written communication skills
Certifications such as CQF, FRM, and CFA will be considered a plus
Experience in Stress test modeling under PRA/ DFAST will be regarded as a plus
Hands-on relevant experience in credit risk modeling is a definite preference and a plus
In the Banking group, we help lending institutions make important decisions about their business, particularly when they are providing loans, managing risk, or conducting financial planning for the future of their institution. We do this with our innovative software and reliable analytics, helping them understand how to do their job better through training, learning solutions and advisory services. We are a dedicated team of experts in technology and financial analytics who understand what our clients need.
Moody’s is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law.
Moody's (NYSE: MCO) is a global integrated risk assessment firm that empowers organizations to make better decisions. Our data, analytical solutions and insights help decision-makers identify opportunities and manage the risks of doing business with others. We believe that greater transparency, more informed decisions, and fair access to information open the door to shared progress. With over 11,000 employees in more than 40 countries, Moody's combines international presence with local expertise and over a century of experience in financial markets. Learn more at moodys.com .
Moody’s Analytics provides financial intelligence and analytical tools supporting our clients’ growth, efficiency and risk management objectives. The combination of our unparalleled expertise in risk, expansive information resources, and innovative application of technology, helps today’s business leaders confidently navigate an evolving marketplace.