Education : Masters degree in Statistics, Econometrics, Operations Research, or other Quantitative discipline.
Analytics with experience in SAS.
Experience: 4 to 6 yrs
Job Responsibilities (Day to day requirement)
- Strong analytics & statistical skills with prior experience of developing PD, EAD, LGD models.
- Strong working experience in developing models through SAS.
- Support model development process for the Market Risk Team.
- Supporting the team on pre-development research, data gathering & processing to create modeling dataset, risk factor identification & analysis, performing model validation exercise and preparation of model development document.
- Understand the business and product landscape across all portfolios by the Risk Team. Also gain knowledge of processes, identify areas of improvement to increase efficiency and propose & implement solutions for the same.
- Ensure robust data quality framework while collating data for the modeling purpose and build audit framework around data extracts to support the onshore team.
Thanks & Regards
Prerna
Consultant | Asterion Consulting Private Limited Consultant | http://in.linkedin.com/in/prernaverma
For any further queries reach out to me at prerna.verma@asterioninc.com or call @ 080-42556826
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