Job Description

Overview ERS Risk and Finance Analytics (RAFA line of business provides risk management solutions though its products and through advisory in the credit risk, market risk, and ALM related risks. The current opportunity requires to be directly involved in the projects on design and development of models & risk management solutions in credit risk advisory. We are looking to add highly motivated and dedicated individuals to the team with a strong quantitative aptitude and complex business problem solving skills. It is a high visibility, fast growing team offering a highly challenging, innovative and dynamic work environment. While this role is based in Gurgaon or Bangalore, it may require candidates to be flexible to travel to client locations situated globally for consulting projects. Roles & Responsibilities . 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 . Understanding of 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 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 . 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 Banking Services Design (205000 Moody\'s is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law. Moody\'s (NYSE: MCO is 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 over 11,000 employees in more than 40 countries, Moody\'s combines international presence with local expertise and over a century of experience in financial markets. Learn more at .

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