Job highlights

- - A postgraduate degree in a numerate subject (e.g

- mathematics,statistics,operational research,economics or MBA) from a reputed institute with knowledge of advanced statistical and analytical techniques

- SAS is preferred
- 5+ years of work experience developing risk models (Basel,IFRS9,CCAR Models) . - Sector knowledge and experience of working in the area of Credit Risk
- 5+ years of work experience developing risk models (Basel, IFRS9, CCAR Models)
- Sector knowledge and experience of working in the area of Credit Risk; ideally experience of working with Credit Risk data warehouses and Credit Risk models in particular including Operational, Capital and Impairment models.

Domain Experience : Strong CCAR and DFAST, FRY-14A, SR-117 understanding. Solid regulatory understanding 3+ years of hands on CCAR model building experience

Strong conceptual and technical knowledge of risk concepts and quantitative modeling techniques including familiarity with statistical concepts used in stress testing Robust in quantitative skills experience in model validation a plus

Experience in R, SAS, Matlab,



advanced Excel techniques and VBA programming. SAS is preferred

Strong Experience in building linear regression models, Nonlinear regression, time series modeling (ARIMA, AR, VAR, MA ) and stochastic process

Strong organizational and interpersonal skills

- Expert knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.
- Experienced in the extraction and manipulation of data to support risk model development, including defining observation periods, outcome periods, choosing a suitable bad definition.

Education :

- A postgraduate degree in a numerate subject (e.g. mathematics, statistics, operational research, economics or MBA) from a reputed institute with knowledge of advanced statistical and analytical techniques.

Tools Certification :

- Experienced and competent in the use of statistical packages e.g. SAS (including dealing with large datasets) and model development environments.

📌 Risk Analytics (Bengaluru)
🏢 aarch solutions
📍 Bengaluru