Validation Group Senior Predictive Modeler - BFSI

Job Description

Candidate would perform objective reviews and effective challenge of the conceptual soundness, methodology and implementation of models across AIG businesses. On annual review of models, candidate would evaluate enhancement/remediation effort by model developers and assess model performance to be adequate for continue use.

Job Requirement

Candidate must have 4-6 years of predictive modeling experience and possess deep understanding of advanced statistical modeling concepts (ex: GLM, survival analysis, time series). Candidate should also have practical experience developing sophisticated statistical or econometric models using SAS or R. Experience with other programming languages, such as Matlab, C++, and VBA is a plus.

Advanced degree in statistics, mathematics, economics, or equivalent is required. Must have excellent written and verbal communication skills, including proven ability to write clear concise reports, and explanation of technical concepts to technical and non-technical audiences, and be self-motivated to manage, coordinate and facilitate multiple initiatives in a fast paced, dynamic environment.

Location Gurgaon