Quant Analyst- Credit Risk

11 hours ago

Bengalurubangalore Delhi Mumbai, India Right Advisors Full time ₹ 10,00,000 - ₹ 12,00,000 per year


Job Description:

Role Summary:

The Credit Risk Quant Analysts will work on developing, validating, and enhancing models for credit risk assessment in banking and financial services.

Key Responsibilities:

    • Validate credit risk models, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).
    • Develop and implement credit risk scoring models using advanced statistical techniques.
    • Ensure compliance with regulatory standards such as IFRS 9 and Basel III/IV IRB approaches.
    • Conduct benchmarking, backtesting, and stress testing of credit risk models.
    • Analyze loan portfolio performance and provide insights for risk mitigation.
    Required Skills:
    • Strong expertise in credit risk modeling techniques and statistical methods.
    • Proficiency in programming languages like Python, R, or SAS.
    • Knowledge of Basel III/IV credit risk regulations and IFRS 9 standards.
    • Advanced degree in Quantitative Finance, Statistics, or Economics.
    • Understanding of loan portfolios and retail/commercial banking products.
     

  • Dear Rajat,

    Greetings of the day

    We are hiring for the role of Quant Analyst – Market Risk  Grant Thornton. Please find the details as follow:

    Role Summary:

    The Market Risk Quant Analysts will focus on market risk model development, validation, and compliance, ensuring that banks meet regulatory and risk management standards.

    Key Responsibilities:

    • Validate market risk models, including Value-at-Risk (VaR), Expected Shortfall, and Stress Testing frameworks.
    • Develop and enhance models for FRTB (Fundamental Review of the Trading Book) compliance.
    • Perform backtesting, sensitivity analysis, and scenario analysis for trading portfolios.
    • Collaborate with risk management teams to ensure compliance with Basel III/IV requirements.
    • Support in implementing and validating pricing models for derivative instruments.

    Required Skills:

    • Expertise in market risk metrics (VaR, Expected Shortfall, etc.) and FRTB frameworks.
    • Strong programming skills in Python, R, or MATLAB for model development and analysis.
    • Knowledge of Basel III/IV market risk regulatory requirements.
    • Advanced degree in Quantitative Finance, Financial Engineering, or related disciplines.
    • Strong understanding of trading products like derivatives, bonds, and FX instruments.

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