Risk Modelling Role - Captive Investment Bank

We are looking for risk or statistical modelers for a leading captive investment bank within their analytics business.

- We are open to Mumbai and Bangalore based candidates. The positions are open across levels

Your role would involve :

- Designing, developing, implementing, and validating statistical models

- Segmentation for the bank's credit / debit card/auto/mortgage business

- Data extraction, sampling, and statistical analysis/modeling using linear regression, logistic regression, time series analysis/forecasting, multivariate analysis (i.e. clustering analysis, principal component analysis, discriminate analysis, e.tc) and advanced data mining techniques

- Analyze and interpret financial data using SAS and other statistical software in UNIX environment

- Provide and present model results, insights and recommendation to senior management and partners

- We are looking for Master/ PhD in Statistics, Econometrics, Operations Research, Mathematics and Physics (or equivalent quantitative fields)

- Minimum 2+ years of relevant analytics/modeling experience or solid advanced academic researches.

- Financial industry experience, especially in credit card / debit card.

- Knowledge and experience developing Fraud Models using regression