Quant Modeling Assoc Risk Portfolio Risk Modeling
Quant Modeling Assoc Risk Portfolio Risk Modeling
Employer Active
Job Alert
You will be updated with latest job alerts via email
Share
Job Alert
You will be updated with latest job alerts via email
Job Description
Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.
As a Quant Modeling Assoc Risk Portfolio Risk Modeling India in the Portfolio Risk Modeling team you will be expected to support critical statistical development projects and related analysis. You will design develop test and validate statistical models for risk weight calculation risk forecast and model performance monitoring. This role provides an opportunity to utilize your graduatelevel research and analytical skills to perform data extraction sampling and statistical analyses. You will also have the chance to efficiently design and produce programs to streamline and create repeatable procedures for model development validation and reporting.
Job responsibilities
- Design develop test and validate statistical models for risk weight calculation risk forecast and model performance monitoring.
- Utilize graduatelevel research and analytical skills to perform data extraction sampling and statistical analyses using logistic regression multinomial regression multivariate analysis discriminant analysis time series analysis panel data analysis etc.
- Design and produce programs to streamline and create repeatable procedures for model development validation and reporting.
- Communicate and collaborate with line of business partners and model endusers to analyze and meet analysis and reporting needs.
Required qualifications capabilities and skills
- Minimum 3 years statistical modeling experience in the financial services industry;
- Proficiency in advanced analytical languages such as SAS R Python.
- A Masters or Ph.D. Degree in a technical or quantitative field such as Statistics Economics Finance Mathematics Computer Science Engineering or Information Technology.
- Strong analytical and problemsolving skills
- Strong organization and time management skills. Must have the ability to deliver highquality results under tight deadlines.
- Strong multitasking skills with demonstrated ability to manage expectations and deliver results.
- Strong communication skills.
Preferred qualifications capabilities and skills
- Knowledge of regulatory modeling (IFRS9 / CECL / CCAR / Basel) preferred.
Employment Type
Full-Time
