DE&A AIML Data Science Time Series Analysis & Forecasting
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Job Summary
KEY RESPONSIBILITIES
Analyze and support market risk and credit risk models
Understand and validate market data inputsand data anomalies
Interpret and explain risk model outputs and calculations
Be responsible for regular model calibration processes including back testing and analyzing results and authorizing publication.
Collaborate with quant managers risk teams and developers
Contribute to development and support of risk technology platforms
REQUIRED SKILLS
Strong quantitative and mathematical background
Experience in market risk / credit risk modeling or analytics
Hands-on experience with risk models and financial data
Working experience with SAS or similar analytics tools
Strong communication skills to explain quantitative results
QUALIFICATIONS
Post Graduate degree in mathematics/Statistics/Physics with min 2yrs of relevant work experience and certification in risk management like FRM or PRM.
Masters degree in quantitative finance.
MBA or PG Diploma in management with good understanding of financial markets and products.
Responsibilities
PREFERRED / NICE TO HAVE
Working knowledge of C# / .NET Python
Exposure to VaR pricing models stress testing
Knowledge of Basel / regulatory risk frameworks
Experience in Treasury & Risk systems
Agile / Scrum experience
Qualifications
PREFERRED / NICE TO HAVE
Working knowledge of C# / .NET Python
Exposure to VaR pricing models stress testing
Knowledge of Basel / regulatory risk frameworks
Experience in Treasury & Risk systems
Agile / Scrum experience
About Company
At Zensar, we’re “experience-led everything”. We are committed to conceptualizing, designing, engineering, marketing, and managing digital solutions and experiences for over 130 leading enterprises. We are a company driven by a bold purpose: Together, we shape experiences for better f ... View more
