• Full Time
  • Gurgaon

Moody Analytics


  •  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
  •  Develop, validate, benchmark and calibrate probability of default, loss given default, exposure at default and stress testing models using statistical/econometric techniques
  •  Perform other Basel (banking) regulation related analyses e.g. Economic Capital analysis
  •  Learn and implement techniques in building and testing various quantitative and qualitative models.
  •  Perform ad-hoc statistical analysis as needed and generate actionable reports
  •  Able to learn new statistical, econometric, and other quantitative concepts from research papers and implement
  •  Use tools such as SAS, R, SQL, and MATLAB to manipulate data, develop and validate quantitative models from small or large data sources
  •  Deliver end solution maintaining quick turnaround times and high quality standards
  •  Participate in brain storming sessions and propose hypothesis, approaches and techniques
  • Travel onsite to client side as and when needed
  •  Communicate with clients to understand their needs

To apply for this job please visit www.moodys.jobs.

× Enroll Using Whatsapp