Senior Business Analyst - Risk Model Validation - BFSI

Job Title : Senior Business Analyst - Risk Model Validation

Location : Mumbai / Pune

Key responsibilities may include :

- Performing data extraction from multiple data sources, data manipulation, and data management using SAS and SQL

- Monitoring and evaluating existing models, creating codes to calculate model performance

- Publishing monthly model tracking reports around key portfolio metrics

- Documenting detailed model development processes

Required qualifications :

- Excellent English communication skills

- Graduates (preferably Master's Degree) in quantitative fields such as Statistics, Math, Finance, Physics, Computer Science, and Engineering, or other degree with a significant amount of statistical application required.

- 3-5 years of relevant experience related to the role

- Must have hands-on model development experience using step-wise logistic regression.

- Significant amount of statistical application such as customer segmentation and statistical model (linear and logistic regression models) building and monitoring.

- Should have experience in variable treatment (missing values/out-lier) and variable screening using industry practice (clustering, IV, multi-collinearity checks, variable significance) and variable binning.

- Advanced programming skills in SAS and SQL and/or other analytical programming languages.

Avneet Malik