Risk Consulting Associate
Moody's Corporation
Recruitment Process
Details
Moody's Corporation is hiring for the position of Risk Consulting Associate!
Responsibilities of the Candidate:
- Work credit risk analytics and stress testing models for delivering various projects viz. PD, LGD, EAD, stress testing, loan life-cycle models – modeling, independent review, gap assessment
- Learn and implement techniques in building and testing various quantitative models
- Understand regulatory capital and economic capital modeling for credit risk
- Use tools such as SAS, R, Python, SQL, and Matlab to manipulate data, develop and validate quantitative models
- Assist in the management of projects to deliver projects and deliverables in an effective and timely manner
- Travel to client locations as and when needed
- Develop and present project results and analysis to clients
Requirements:
- 1-4 years of Relevant risk analytics/quantitative analytics experience
- Good understanding of retail and wholesale portfolios
- Good knowledge of statistics/ econometrics and exposure to Risk Management in Banking
- Good knowledge of Basel and IFRS 9 Regulations around Credit Risk, and CCAR/DFAST
- Robust credit risk analytics/ stress testing and model development skills
- Skills: SAS/SQL, R, Python, VBA, Matlab
- Strong verbal and written communication skills
- Certifications such as CQF, FRM, and CFA will be considered a plus
- Experience in Stress test modeling under PRA/ DFAST will be regarded as a plus
- Hands-on relevant experience in credit risk modeling is a definite preference and a plus
Important dates & deadlines?
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6 Dec'22, 11:59 PM IST Registration Deadline
Additional Information
Job Location(s)
Bengaluru
Gurgaon
Salary
About Moody's Corporation
Moody’s was created to bring transparency, expertise and trust to bond transactions. Over 100 years later, we have evolved to help organizations assess diverse risks and make informed decisions about doing business with others.
We are a global integrated risk assessment firm that empowers organizations to make better decisions. Our data, analytical solutions and insights help decision-makers identify opportunities and manage the risks of doing business with others. We believe that greater transparency, more informed decisions, and fair access to information open the door to shared progress. With approximately 14,000 employees in more than 40 countries, Moody’s combines global presence with local expertise and over a century of experience in financial markets.
We are enhancing our global reach across Latin America, APAC and EMEA by launching new platforms, working with affiliates and partners as well as opening new offices to better serve the needs of customers around the world.
Services provided by us:
- Investor Services: Provides investors with a comprehensive view of global debt markets through credit ratings and research.
- Analytics: Provides data, analytics and insights to equip leaders of financial, non-financial and government organizations with effective tools to understand a range of risks.