A self-starter with a robust understanding of data segmentation and analysis preferably of loan related data. The position requires the candidate to work closely with Quant team analysing nonperforming loans. Understanding the data and fitting the right model to derive the insights. The candidate should have experience working with time series analysis and should be adept in Python, advanced excel and other programming languages as appropriate.

Responsibilities include

- Analyzing Non-Performing Loan Portfolio deals
- Designing tables and queries to analyze large set of data
- Building quantitative models based on the set of data for further analysis
- Designing, coding and running different reports Skills Required:
- Masters degree in Math/Physics/Economics/Statistics/Engineering
- Around 7+ years of professional experience in Credit risk preferred
- Programming skills:



Python, SQL and Advance Excel experience is required
- Strong attention to detail is required
- Communication skills: ability to explain ones work clearly and concisely, and to communicate
- Persistence i.e. ability to endure tedious tasks (data importing, cleaning, checking) without losing focus or intensity
- Being a self-starter, taking initiatives, being curious is a must
- Good initial analysis and exploration of the data Education - PG: M.Tech in Electronics/Telecommunication, Electrical, M.A in Maths, Economics, Statistics, MS/M.Sc(Science) in Electronics & Embedded Technology, Statistics, Electrical Engineering, Electronics

📌 MRM - Quants Credit Risk (Gurugram)
🏢 Acuity Knowledge Partners
📍 Gurugram