AM - Analytics

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