What's new

FRM with expereince in Credit Risk modelling

Thread starter #1
Hi All, This is Vishal and I have an experience of 4 years in Credit risk and have worked on developing statistical model for estimating PD , EAD and LGD , Regulatory capital estimation and related areas . I have a good knowledge in applied statistics and I am a SAS certified base & advanced programmer, I cleared FRM-I in Nov-2017. I am trying to explore how FRM -I can be of advantage, as my experience is entirely in Programming , Statistics as applied in Credit Risk while FRM is more towards Market & Operational risk . Though it involves Credit risk but the content is more towards concepts and does not include modelling.
Also what are the opportunities in market & operational risk ,investment management considering that I do not have experience in these fields.
Any thought would be of great help.

Last edited:
Thread starter #2
Please suggest. To be more specific, currently I am working in an outsourcing setup and I am looking for opportunities in captive setups (Investment Banks / Financial institutions). So how much will FRM-I be of advantage towards getting challenging opportunities.