Assistant Manager/Lead Assistant Manager - Model Development - Consulting Firm

Model Development - Assistant Manager /Lead Assistant Manager

- 3-6 years of applied quantitative implementation in pricing and risk aggregation/management models used by derivatives trading desks

- In addition, the team is also responsible for developing BIC models to maximize profit by optimizing production planning, inventory, sales, and C&I, creating econometric models for residual improvement

- Graduate/PG degree in quantitative field Statistics / Biostatistics / Mathematics / Economics / Physics

- Candidates must have expertise in econometric modeling and statistical analysis that goes beyond the routine use of commercially available packages

- Candidates must be capable of carrying out independent framework design in terms of the business modeling creation, development, and integration

- Candidates must be familiar with one to the regression and econometric techniques, including structural models, discrete choice models, time series models, panel models, state-dependent models, and duration models to design statistical models and business applications in automotive

Responsibilities for model developer:

- Individual needs to have experience in Core statistical modeling, matching algorithms, with specific exposure to MIXED model techniques and forecasting methodologies

- Work on POCs (Proof of Concept), ad-hoc delivery, crack codes for data tables, schemas, and structures in panel data warehouse

- Role involves working under dynamic, challenging conditions demanding multi-tasking

- Manage day-to-day delivery independently and in collaboration with clients on a variety of projects by obtaining project specifications, required clarifications, and eventually presenting results/findings to the clients

- Ability to think critically to address and solve client's business questions

- Being creative in identifying new techniques and processes to streamline and increase efficiency and effectiveness of current work-streams is a plus

- Strong project management skills and high levels of attention to detail

- Follow the organization's security policy and procedures

- Maintain the clear desk and clear screen policy and other physical security procedures