Analyst/Senior Analyst - Statistical/Econometric Modeler - SAS/R

Statistical / Econometric Modelers using SAS/R - Across Levels

Job Description :

Client : One of the leading Analytics & Research Organisation

Job Location : Mumbai/Pune/Chennai

Role : Individual Contributor

Positions : Analyst / Sr. Analyst

Experience : 2-5 yrs

Education : Masters Degree in Statistics / Mathematics / Economics / Operations Research / Any Quant background from reputed colleges.

Work Profile :

- The role will require working closely with the risk validation team of a large global bank.

- This will include independently validating, reviewing, assessing and challenging the complex risk models.

Key responsibilities include :

- Understanding the conceptual framework and assumption of models, assessing the data and information used, reviewing and conducting extensive testing and bench-marking of the model; highlighting the model issues\shortcomings to model owner and proposing resolution; and preparing the comprehensive validation report in line with regulatory standards.

- It also includes model implementation, model performance assessment and model stability analysis.

- The candidates will be required to have sound knowledge and exposure to CCAR models and validation process.

This will include exposure to the following :

- Dodd Frank Stress Testing (DFAST) /CCAR (PPNR model)

- Regulatory Stress Testing, sensitivity analysis, uncertainty analysis, Model bench-marking, Model performance

Skills Required :

Sound knowledge in econometrics - Advanced Time Series techniques, Regression models, forecasting models

Excellent programming skills - SAS and/or R and/or VBA with basic knowledge of standard tools and platforms used in the industry

Kavita Moger
Sr. Consultant
CareerNet Consulting, Bangalore
Contact: 080-66560746