1,195 Risk Analyst jobs in India

PwC US, Risk Analytics Center of Excellence – Job Description

Overview PwC is one of the most prestigious professional services firm in the world, serving as the auditor to nearly half of the world’s largest banks. PwC US Risk and Regulatory (R&R) comprises of a highly experienced team of risk management specialists supporting global financial institutions in their risk management initiatives. R&R has significant exposure to, and driver of, industry leading practices and has deep knowledge of regulatory expectations. R&R professional’s experience covers all financial model types, including those used to manage credit risk, market risk, operational risk and compliance risk—as well as those used for financial reporting, valuations and economic capital estimation. Risk Analytics Center of Excellence (CoE), is the India extension of R&R practice and provides key risk analytics services to global banks, investment firms, and asset management entities. It comprises of risk analytics professionals with stellar quantitative pedigree from premier institutions, industry certifications in CFA, FRM, PRM etc. and proven professional credentials in risk modeling and analytics at reputed financial institutions and consulting firms. As an integral part of PwC US R&R, Risk Analytics CoE drives risk analytics engagements, opportunity pursuits and cutting edge innovation using data science, Artificial Intelligence, Machine Learning and Deep Learning.

Market and Counterparty Risk Analytics Professional Job Specification:

Candidate would be responsible for developing, validating, auditing market risk valuations/models and counterpart credit risk models for trading, investment and corporate portfolios of global financial institutions. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives.

Experience level 2-12 years of experience;

Location: Bangalore

Core Skill Requirements Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, counterparty and market risk management, or related field at a reputed bank, investment or broker services, asset management firm or a consulting firm. Wider skill requirements include:

• Independently built and managed quantitative market and counterparty risk analytical models
• Strong experience/knowledge in at least some of the following areas (in quant space)

o Counterparty Credit Risk (PFE, CVA, XVA)

o Pricing and valuation - Derivatives (across one or more asset classes)

o Modeling of Risk Metrics (e.g, EPE, PFE, RWA, Greeks)

o Market Risk Scenarios and Stress Testing

o Development, prototyping and back-testing of Monte Carlo Credit Exposure Models

o Incremental default risk, specific risk charge and stressed VaR

o Worked on multiple Market Risk

Models like to develop/review calculation of VaR(Historical, Parametric and Monte Carlo), RNiV, CCAR, IRC Model Validation/ development and present value for various type of instruments using any statistical tool

• Strong experience/knowledge in at least some of the following areas (business knowledge)

o Good knowledge of market risk concepts: Risk Factor, VAR, Earning at Risk, cash flow at risk, ETL, PV01, Independent Validation, Exotic derivatives, FX, Interest rate derivatives, volatility, commodities, credit derivatives, Fixed income, Hull & White, Monte Carlo simulation, Capital calculations

o Knowledge and experience with counterparty risk concepts (PFE,SA-CCR, EPE etc

o Leveraging experiential know-how of a wide range of financial products like Equity, Derivative, Swaps, IR, Credit derivatives, OTC products, Swaps, Securitization, CDO's etc.

o Knowledge of one or more of global regulatory Topics BASEL II/III, IFRS 9, CCAR/DFAST, CECL, FRTB, SR-11/7 around data sufficiency, modeling methods, industry standards etc.

• Assisted clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure.
• Programming and Algorithms: R, Python, SAS, Matlab, Scala, VBA etc.
• Experience with with Murex, QRM, Reuters, FINCAD, Bloomberg and Algo is a plus

Non-functional skill requirements:

In order to succeed in PwC Risk CoE, it is desirable for candidates to possess:

• Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business
• Excellent oral and written communication skills
• Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data
• Process orientation with strong technical skills and attention to detail
• Deep technical capabilities and industry knowledge of financial products
• Willingness to travel to meet client needs, as needed

Educational Background: Desired candidate must have a master’s degree or higher in a quantitative discipline such as Economics, Statistics, Mathematics, Operation Research, Econometrics, Data Science, Finance, Engineering + MBA; advanced degree is a plus; Industry relevant certifications in CQF, FRM, CFA, CPA certification is a plus

Additional Requirement for Senior Positions:

Candidates aspirant of senior positions at PwC Risk CoE are expected to possess:

• Proven consulting skills to structure vague problems at hand and conceptualizing solutions
• Credentials in leading and driving large and or complex risk analytics engagements and initiatives independently
• Experience in supporting sales pursuits for risk analytics offerings and solutions
• Ability to manage multiple engagements simultaneously along with leading people and initiatives
• Strong conceptual understanding of various functional/technical skills
• Ability to drive innovation and thought leadership in the risk management domain
• Intellectual property, patents and exclusive rights on any innovative solution is a plus

PwC US, Risk Analytics Center of Excellence – Job Description

Overview PwC is one of the most prestigious professional services firm in the world, serving as the auditor to nearly half of the world’s largest banks. PwC US Risk and Regulatory (R&R) comprises of a highly experienced team of risk management specialists supporting global financial institutions in their risk management initiatives. R&R has significant exposure to, and driver of, industry leading practices and has deep knowledge of regulatory expectations. R&R professional’s experience covers all financial model types, including those used to manage credit risk, market risk, operational risk and compliance risk—as well as those used for financial reporting, valuations and economic capital estimation. Risk Analytics Center of Excellence (CoE), is the India extension of R&R practice and provides key risk analytics services to global banks, investment firms, and asset management entities. It comprises of risk analytics professionals with stellar quantitative pedigree from premier institutions, industry certifications in CFA, FRM, PRM etc. and proven professional credentials in risk modeling and analytics at reputed financial institutions and consulting firms. As an integral part of PwC US R&R, Risk Analytics CoE drives risk analytics engagements, opportunity pursuits and cutting edge innovation using data science, Artificial Intelligence, Machine Learning and Deep Learning.

Market and Counterparty Risk Analytics Professional Job Specification:

Candidate would be responsible for developing, validating, auditing market risk valuations/models and counterpart credit risk models for trading, investment and corporate portfolios of global financial institutions. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives.

Experience level 2-12 years of experience;

Location: Bangalore

Core Skill Requirements Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, counterparty and market risk management, or related field at a reputed bank, investment or broker services, asset management firm or a consulting firm. Wider skill requirements include:

• Independently built and managed quantitative market and counterparty risk analytical models
• Strong experience/knowledge in at least some of the following areas (in quant space)

o Counterparty Credit Risk (PFE, CVA, XVA)

o Pricing and valuation - Derivatives (across one or more asset classes)

o Modeling of Risk Metrics (e.g, EPE, PFE, RWA, Greeks)

o Market Risk Scenarios and Stress Testing

o Development, prototyping and back-testing of Monte Carlo Credit Exposure Models

o Incremental default risk, specific risk charge and stressed VaR

o Worked on multiple Market Risk

Models like to develop/review calculation of VaR(Historical, Parametric and Monte Carlo), RNiV, CCAR, IRC Model Validation/ development and present value for various type of instruments using any statistical tool

• Strong experience/knowledge in at least some of the following areas (business knowledge)

o Good knowledge of market risk concepts: Risk Factor, VAR, Earning at Risk, cash flow at risk, ETL, PV01, Independent Validation, Exotic derivatives, FX, Interest rate derivatives, volatility, commodities, credit derivatives, Fixed income, Hull & White, Monte Carlo simulation, Capital calculations

o Knowledge and experience with counterparty risk concepts (PFE,SA-CCR, EPE etc

o Leveraging experiential know-how of a wide range of financial products like Equity, Derivative, Swaps, IR, Credit derivatives, OTC products, Swaps, Securitization, CDO's etc.

o Knowledge of one or more of global regulatory Topics BASEL II/III, IFRS 9, CCAR/DFAST, CECL, FRTB, SR-11/7 around data sufficiency, modeling methods, industry standards etc.

• Assisted clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure.
• Programming and Algorithms: R, Python, SAS, Matlab, Scala, VBA etc.
• Experience with with Murex, QRM, Reuters, FINCAD, Bloomberg and Algo is a plus

Non-functional skill requirements:

In order to succeed in PwC Risk CoE, it is desirable for candidates to possess:

• Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business
• Excellent oral and written communication skills
• Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data
• Process orientation with strong technical skills and attention to detail
• Deep technical capabilities and industry knowledge of financial products
• Willingness to travel to meet client needs, as needed

Educational Background: Desired candidate must have a master’s degree or higher in a quantitative discipline such as Economics, Statistics, Mathematics, Operation Research, Econometrics, Data Science, Finance, Engineering + MBA; advanced degree is a plus; Industry relevant certifications in CQF, FRM, CFA, CPA certification is a plus

Additional Requirement for Senior Positions:

Candidates aspirant of senior positions at PwC Risk CoE are expected to possess:

• Proven consulting skills to structure vague problems at hand and conceptualizing solutions
• Credentials in leading and driving large and or complex risk analytics engagements and initiatives independently
• Experience in supporting sales pursuits for risk analytics offerings and solutions
• Ability to manage multiple engagements simultaneously along with leading people and initiatives
• Strong conceptual understanding of various functional/technical skills
• Ability to drive innovation and thought leadership in the risk management domain
• Intellectual property, patents and exclusive rights on any innovative solution is a plus

PwC US, Risk Analytics Center of Excellence – Job Description

Overview PwC is one of the most prestigious professional services firm in the world, serving as the auditor to nearly half of the world’s largest banks. PwC US Risk and Regulatory (R&R) comprises of a highly experienced team of risk management specialists supporting global financial institutions in their risk management initiatives. R&R has significant exposure to, and driver of, industry leading practices and has deep knowledge of regulatory expectations. R&R professional’s experience covers all financial model types, including those used to manage credit risk, market risk, operational risk and compliance risk—as well as those used for financial reporting, valuations and economic capital estimation. Risk Analytics Center of Excellence (CoE), is the India extension of R&R practice and provides key risk analytics services to global banks, investment firms, and asset management entities. It comprises of risk analytics professionals with stellar quantitative pedigree from premier institutions, industry certifications in CFA, FRM, PRM etc. and proven professional credentials in risk modeling and analytics at reputed financial institutions and consulting firms. As an integral part of PwC US R&R, Risk Analytics CoE drives risk analytics engagements, opportunity pursuits and cutting edge innovation using data science, Artificial Intelligence, Machine Learning and Deep Learning.

Market and Counterparty Risk Analytics Professional Job Specification:

Candidate would be responsible for developing, validating, auditing market risk valuations/models and counterpart credit risk models for trading, investment and corporate portfolios of global financial institutions. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives.

Experience level 2-12 years of experience;

Location: Bangalore

Core Skill Requirements Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, counterparty and market risk management, or related field at a reputed bank, investment or broker services, asset management firm or a consulting firm. Wider skill requirements include:

• Independently built and managed quantitative market and counterparty risk analytical models
• Strong experience/knowledge in at least some of the following areas (in quant space)

o Counterparty Credit Risk (PFE, CVA, XVA)

o Pricing and valuation - Derivatives (across one or more asset classes)

o Modeling of Risk Metrics (e.g, EPE, PFE, RWA, Greeks)

o Market Risk Scenarios and Stress Testing

o Development, prototyping and back-testing of Monte Carlo Credit Exposure Models

o Incremental default risk, specific risk charge and stressed VaR

o Worked on multiple Market Risk

Models like to develop/review calculation of VaR(Historical, Parametric and Monte Carlo), RNiV, CCAR, IRC Model Validation/ development and present value for various type of instruments using any statistical tool

• Strong experience/knowledge in at least some of the following areas (business knowledge)

o Good knowledge of market risk concepts: Risk Factor, VAR, Earning at Risk, cash flow at risk, ETL, PV01, Independent Validation, Exotic derivatives, FX, Interest rate derivatives, volatility, commodities, credit derivatives, Fixed income, Hull & White, Monte Carlo simulation, Capital calculations

o Knowledge and experience with counterparty risk concepts (PFE,SA-CCR, EPE etc

o Leveraging experiential know-how of a wide range of financial products like Equity, Derivative, Swaps, IR, Credit derivatives, OTC products, Swaps, Securitization, CDO's etc.

o Knowledge of one or more of global regulatory Topics BASEL II/III, IFRS 9, CCAR/DFAST, CECL, FRTB, SR-11/7 around data sufficiency, modeling methods, industry standards etc.

• Assisted clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure.
• Programming and Algorithms: R, Python, SAS, Matlab, Scala, VBA etc.
• Experience with with Murex, QRM, Reuters, FINCAD, Bloomberg and Algo is a plus

Non-functional skill requirements:

In order to succeed in PwC Risk CoE, it is desirable for candidates to possess:

• Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business
• Excellent oral and written communication skills
• Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data
• Process orientation with strong technical skills and attention to detail
• Deep technical capabilities and industry knowledge of financial products
• Willingness to travel to meet client needs, as needed

Educational Background: Desired candidate must have a master’s degree or higher in a quantitative discipline such as Economics, Statistics, Mathematics, Operation Research, Econometrics, Data Science, Finance, Engineering + MBA; advanced degree is a plus; Industry relevant certifications in CQF, FRM, CFA, CPA certification is a plus

Additional Requirement for Senior Positions:

Candidates aspirant of senior positions at PwC Risk CoE are expected to possess:

• Proven consulting skills to structure vague problems at hand and conceptualizing solutions
• Credentials in leading and driving large and or complex risk analytics engagements and initiatives independently
• Experience in supporting sales pursuits for risk analytics offerings and solutions
• Ability to manage multiple engagements simultaneously along with leading people and initiatives
• Strong conceptual understanding of various functional/technical skills
• Ability to drive innovation and thought leadership in the risk management domain
• Intellectual property, patents and exclusive rights on any innovative solution is a plus

Credit Risk

Location - Bangalore, Hyderabad, Mumbai, Pune, Gurgaon

Notice - Immediate to 60 days

Experience - 3+ years

Overview PwC is one of the most prestigious professional services firm in the world, serving as the auditor to nearly half of the world’s largest banks. PwC US Risk and Regulatory (R&R) comprises of a highly experienced team of risk management specialists supporting global financial institutions in their risk management initiatives. R&R has significant exposure to, and driver of, industry leading practices and has deep knowledge of regulatory expectations. R&R professional’s experience covers all financial model types, including those used to manage credit risk, market risk, operational risk and compliance risk—as well as those used for financial reporting, valuations and economic capital estimation. Risk Analytics Center of Excellence (CoE), is the India extension of R&R practice and provides key risk analytics services to global banks, investment firms, and asset management entities. It comprises of risk analytics professionals with stellar quantitative pedigree from premier institutions, industry certifications in CFA, FRM, PRM etc. and proven professional credentials in risk modeling and analytics at reputed financial institutions and consulting firms. As an integral part of PwC US R&R, Risk Analytics CoE drives risk analytics engagements, opportunity pursuits and cutting edge innovation using data science, Artificial Intelligence, Machine Learning and Deep Learning.

Credit Risk Analytics Professional Job Specification:

Candidate would be responsible for developing, validating, auditing and maintaining credit risk models. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives.

Core Skill Requirements

Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, credit risk management, or related field at a reputed bank, investment or broker services, asset management firm, Insurance provider or a consulting firm. Wider skill requirements include:

• Experience in Credit Risk Modeling PD/LGD/EAD – TTC, PIT, Stressed and unstressed portfolio
• Experience in Model Development, Model Validation, Model Audit (implementation and execution experience will not be considered directly relevant)
• Knowledge of one or more of global regulatory norms - CECL, IFRS 9, CCAR/DFAST, Basel II/III, SR-11/7, E-23 around data sufficiency, modeling methods, industry standards etc.
• Well versed with one or more statistical techniques used in credit risk modeling – Logistic Regression, Time series, OLS, Probit models, Survival techniques, Tobit, Fractional Logistic, Beta model, State Transition Matrix, Single Factor Merton model etc. Experience in Machine learning algorithms like Random Forest, SVM, Neural Network etc. and Artificial Learning use cases such as Natural Language Processing, Robotics etc. will be a plus
• Proficiency in one or more analytical tools such as SAS, R, Python, Matlab, Scala, VBA etc. Experience in Data Science and cloud based analytics platform will be a plus
• Understanding of credit risk metrics like RWA, Expected loss, Regulatory and Economic capital, OTTI, Watchlist, Asset quality etc.
• Conceptual understanding of the data and methodology used for credit risk regulatory models
• Leveraging experiential know-how of a wide range of loan types, including C&I, CRE, RRE, ABL, Leasing, Credit Card, Vehicle, Personal etc.
• Prior experience in domains like commercial banking, retail banking, treasury, investment management and strong knowledge of risk data analysis and development, strategy design and delivery deployment.
• Vendor Experience

o Experience in bureau data from credit unions e.g. D&B, Experian, Equifax, Transunion

o Experience in vendor models and ratings like Fitch, Credit pro, Moody etc. o Knowledge about external / benchmark models on consumer portfolios is a plus (FICO Score, Standards and Poor's, Fitch or Moody's Ratings) o Selecting, implementing and/or using commercial credit risk workflow, analytics- e.g., Moody's KMV, S&P and/or, reporting technologies- e.g., Oracle, Cognos, et al.

Non-functional skill requirements:

In order to succeed in PwC Risk CoE, it is desirable for candidates to possess:

• Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business
• Excellent oral and written communication skills
• Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data
• Process orientation with strong technical skills and attention to detail
• Deep technical capabilities and industry knowledge of financial products
• Willingness to travel to meet client needs, as needed

Educational Background:

Desired candidate must have a master’s degree or higher in a quantitative discipline such as Economics, Statistics, Mathematics, Operation Research, Econometrics, Data Science, Finance, Engineering + MBA; advanced degree is a plus; Industry relevant certifications in CQF, FRM, CFA, CPA certification is a plus

Additional Requirement for Senior Positions:

Candidates aspirant of senior positions at PwC Risk CoE are expected to possess:

• Proven consulting skills to structure vague problems at hand and conceptualizing solutions
• Credentials in leading and driving large and or complex risk analytics engagements and initiatives independently
• Experience in supporting sales pursuits for risk analytics offerings and solutions
• Ability to manage multiple engagements simultaneously along with leading people and initiatives
• Strong conceptual understanding of various functional/technical skills
• Ability to drive innovation and thought leadership in the risk management domain
• Intellectual property, patents and exclusive rights on any innovative solution is a plus

Credit Risk

Location - Bangalore, Hyderabad, Mumbai, Pune, Gurgaon

Notice - Immediate to 60 days

Experience - 3+ years

Overview PwC is one of the most prestigious professional services firm in the world, serving as the auditor to nearly half of the world’s largest banks. PwC US Risk and Regulatory (R&R) comprises of a highly experienced team of risk management specialists supporting global financial institutions in their risk management initiatives. R&R has significant exposure to, and driver of, industry leading practices and has deep knowledge of regulatory expectations. R&R professional’s experience covers all financial model types, including those used to manage credit risk, market risk, operational risk and compliance risk—as well as those used for financial reporting, valuations and economic capital estimation. Risk Analytics Center of Excellence (CoE), is the India extension of R&R practice and provides key risk analytics services to global banks, investment firms, and asset management entities. It comprises of risk analytics professionals with stellar quantitative pedigree from premier institutions, industry certifications in CFA, FRM, PRM etc. and proven professional credentials in risk modeling and analytics at reputed financial institutions and consulting firms. As an integral part of PwC US R&R, Risk Analytics CoE drives risk analytics engagements, opportunity pursuits and cutting edge innovation using data science, Artificial Intelligence, Machine Learning and Deep Learning.

Credit Risk Analytics Professional Job Specification:

Candidate would be responsible for developing, validating, auditing and maintaining credit risk models. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives.

Core Skill Requirements

Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, credit risk management, or related field at a reputed bank, investment or broker services, asset management firm, Insurance provider or a consulting firm. Wider skill requirements include:

• Experience in Credit Risk Modeling PD/LGD/EAD – TTC, PIT, Stressed and unstressed portfolio
• Experience in Model Development, Model Validation, Model Audit (implementation and execution experience will not be considered directly relevant)
• Knowledge of one or more of global regulatory norms - CECL, IFRS 9, CCAR/DFAST, Basel II/III, SR-11/7, E-23 around data sufficiency, modeling methods, industry standards etc.
• Well versed with one or more statistical techniques used in credit risk modeling – Logistic Regression, Time series, OLS, Probit models, Survival techniques, Tobit, Fractional Logistic, Beta model, State Transition Matrix, Single Factor Merton model etc. Experience in Machine learning algorithms like Random Forest, SVM, Neural Network etc. and Artificial Learning use cases such as Natural Language Processing, Robotics etc. will be a plus
• Proficiency in one or more analytical tools such as SAS, R, Python, Matlab, Scala, VBA etc. Experience in Data Science and cloud based analytics platform will be a plus
• Understanding of credit risk metrics like RWA, Expected loss, Regulatory and Economic capital, OTTI, Watchlist, Asset quality etc.
• Conceptual understanding of the data and methodology used for credit risk regulatory models
• Leveraging experiential know-how of a wide range of loan types, including C&I, CRE, RRE, ABL, Leasing, Credit Card, Vehicle, Personal etc.
• Prior experience in domains like commercial banking, retail banking, treasury, investment management and strong knowledge of risk data analysis and development, strategy design and delivery deployment.
• Vendor Experience

o Experience in bureau data from credit unions e.g. D&B, Experian, Equifax, Transunion

o Experience in vendor models and ratings like Fitch, Credit pro, Moody etc. o Knowledge about external / benchmark models on consumer portfolios is a plus (FICO Score, Standards and Poor's, Fitch or Moody's Ratings) o Selecting, implementing and/or using commercial credit risk workflow, analytics- e.g., Moody's KMV, S&P and/or, reporting technologies- e.g., Oracle, Cognos, et al.

Non-functional skill requirements:

In order to succeed in PwC Risk CoE, it is desirable for candidates to possess:

• Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business
• Excellent oral and written communication skills
• Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data
• Process orientation with strong technical skills and attention to detail
• Deep technical capabilities and industry knowledge of financial products
• Willingness to travel to meet client needs, as needed

Educational Background:

Desired candidate must have a master’s degree or higher in a quantitative discipline such as Economics, Statistics, Mathematics, Operation Research, Econometrics, Data Science, Finance, Engineering + MBA; advanced degree is a plus; Industry relevant certifications in CQF, FRM, CFA, CPA certification is a plus

Additional Requirement for Senior Positions:

Candidates aspirant of senior positions at PwC Risk CoE are expected to possess:

• Proven consulting skills to structure vague problems at hand and conceptualizing solutions
• Credentials in leading and driving large and or complex risk analytics engagements and initiatives independently
• Experience in supporting sales pursuits for risk analytics offerings and solutions
• Ability to manage multiple engagements simultaneously along with leading people and initiatives
• Strong conceptual understanding of various functional/technical skills
• Ability to drive innovation and thought leadership in the risk management domain
• Intellectual property, patents and exclusive rights on any innovative solution is a plus

• Analyze financial statements, credit reports, and market data to assess the credit risk of individual and corporate clients.
• Develop and implement credit scoring models and methodologies.
• Monitor the credit performance of the loan portfolio, identifying potential defaults and early warning signs.
• Prepare credit assessment reports and recommendations for loan approval or denial.
• Conduct regular reviews of existing credit facilities and covenants.
• Ensure compliance with internal credit policies and external regulatory requirements.
• Work closely with loan officers and relationship managers to provide credit support.
• Assist in the development and refinement of credit risk management strategies.
• Prepare reports on portfolio credit quality and risk metrics for senior management.
• Contribute to the training of junior analysts on credit assessment techniques.

• Bachelor's degree in Finance, Economics, Accounting, or a related field.
• Minimum of 3 years of experience in credit analysis, risk management, or a related banking role.
• Strong understanding of financial statement analysis, ratio analysis, and cash flow forecasting.
• Knowledge of credit scoring models and risk rating systems.
• Proficiency in Microsoft Excel and financial modeling.
• Excellent analytical, problem-solving, and decision-making skills.
• Strong written and verbal communication skills.
• Ability to manage multiple tasks and meet deadlines.
• Understanding of regulatory requirements in the banking sector.
• Prior experience with loan origination systems is beneficial.