The Asset and Liability Management Unit is responsible for developing sophisticated forecasting models used for business forecasting and as input to the annual regulatory forecasting (CCAR) process.   - Development of econometric forecasting models for all significant balance sheet assets and liabilities.   - Development, documentation and testing of product models needed as input to Financial Planning and Risk Management forecasts.   - Develop and maintain a comprehensive modeling system that maintains consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation. This is critical in reducing the model operating risk  Required:  - Advanced degree in quantitative related field - statistics, computer science, economics, finance or applied mathematics  - 3-4 years of relevant finance/business/accounting/statistical experience in financial services  - Time Series Modeling & ARIMA experience is must.  - Expertise in Term Structure Analysis, Stochastic Modeling Approaches, Modern Risk Management Theory and Modern Financial Theory   - Experience developing econometric and multivariate regression models.  - Extensive hands-on experience in programming and modeling using SAS.   - Experience in analyzing and normalizing very large data sets of account-level data as model inputs  Key skills:  - Statistical Modeling or Linear or Logistic Regression or SAS or Time Series or Marketing/Risk Analytics  Akshit

Mumbai

SAS Time Series Modeling - Bank    

SAS Time Series Modeling - Bank     ,Job Description for SAS Time Series Modeling - Bank     in Elixir in  Mumbai for (2-6) years of experience. Apply Now!

Job Description for SAS Time Series Modeling - Bank     in Elixir in  Mumbai for (2-6) years of experience. Apply Now!