Apart from best is class risk assessment techniques(Black Scholes/KMV, Logistic(Binomial/Multinomial), Survival/Hazard function), the key learnings for the incumbent would be : A) Indepth understanding of Institutional business B) Development of Basel II compliant risk management framework. C) Macroeconomic parameters and how they impact the credit portfolio.
Responsibilities The key function of the group being to develop quantitatively evaluation of Institutional Credit Risk. This includes development of risk rating solutions encompassing businesses and geographies. The person will be expected to learn and execute cutting edge concepts and techniques to evaluate institutional credit risk. Candidate would also be expected to pick up the rating methodologies of leading external credit rating organisations
Required Qualifications Candidates with a penchant for learning and having an ability to understand and implement cutting edge risk measurement tools would thrive in such a role. She/He should be a fast learner and should have an orientation to constantly keep one self updated with the latest and the best in Credit Risk. Should have an aptitude for sophisticated mathematical/quantitative techniues. An understanding of the balance sheet would be a big plus(Though if one is not aware of Financial Statements/Balance sheets S/he should be ready to pick up this learning on the job.). Ideal candidate would be Engineer/MBA(with Finance orientation)
About Company
A well known banking MNC,Client of Personnel Point.
