Analyst - Analytics

Education : Masters degree in Statistics, Econometrics, Operations Research, or other Quantitative discipline.


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.


For further doubts reach me out at prerna.verma@asterioninc.com

Consultant | Asterion Consulting Private Limited | Direct: +91-80-42556826

http://in.linkedin.com/in/prernaverma