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 qualified 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
Positive 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