Analyst Job in Gurgaon at McKinsey and Company

McKinsey and Company is hiring for the role of Analyst!

Responsibilities of the Candidate:

• You will work to provide independent perspectives on models, assess their frameworks for model development and model risk management across a variety of risk functions.
• You will support and leverage an international network of experts in order to codify existing knowledge and even expand it. Considering our global client base, you will work across geographies and collaborate with and serve stakeholders from various regions and industries.
• You will also communicate complex analytics concepts in a clear and concise manner to key client stakeholders.
• Working with the Risk Dynamics team at McKinsey allows you the opportunity to research, problem solve and contribute to the knowledge base. You will get a chance to work with exceptional risk analytics professionals who bring deep industry experience. As you grow to more senior levels, your work will also begin to include new analytical approaches and techniques.

Requirements:

• Bachelor's degree in a quantitative field such as economics, mathematics, computational finance, statistics, engineering or physics; master's degree is plus 
• 1+ years of related experience industry qualifications including CFA, FRM, PRM or similar is a plus 
• Experience in advanced quantitative modeling techniques within a financial services related industry (e.g., banking and securities, asset management)
• Experience in predictive modeling techniques, benchmarking and/or model validation related to credit risk (PD, LGD, EAD) single and multifactor models and other modeling techniques (Merton, Longstaff-Schwartz, Black-Sholes, etc.) ideally within a regulatory context (CCAR)
• Understanding of financial industry regulations and practices related to model development, capital requirements and model validation (SR11- 07) 
• Experience programming in a modern scientific language (e.g., Python, Matlab, R) and some experience with Java, C#, C++, or C; knowledge of SQL, SAS, and VBA is a plus 
• Experience in one of the following machine learning/AI areas: natural language processing, deep learning, anomaly detection, graph-based techniques 
• Strong problem-solving and requirement gathering skills 
• Ability to establish connections between sophisticated modeling techniques and strategic decision-making processes 
• Ability to facilitate discussions and conduct training
• Thoughtful and comfortable communicator in English (verbally and in writing) 
• Willingness to travel