Hiring for leading companies

15 hours ago


Bengalurubangalore Delhi Mumbai, India Acura Solution Full time ₹ 1,00,00,000 - ₹ 2,00,00,000 per year


Job Description:

Quant Analyst – Credit Risk
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.




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