Upgrade to Pro Member
Senior Consultant at Elixir
Views:8157 Applications:254 Rec. Actions:Recruiter Actions:145
SAS Time Series Modeling - Bank (2-6 yrs)
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
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
2-Step Verification - Action Required
We've updated our security procedures!
Your privacy and security are important to us. We've recently updated our security measures to make iimjobs.com safer and more secure for you. This change requires you to reset your password.
Please reset your password using the link sent to your email. If you did not receive any email, please check your spam folder..
