Need resource with good analytical skills, expert in Python/SAS
- Good communications skill
- Banking knowledge is must
- Should participate in complete project cycle i.e. understanding a problem statement, data gathering, analyzing data, implementing
- Managing project timing, client expectations and meeting deadlines
- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation
- Development and implementation of effective testing plans and testing code to critically challenge models through empirical analyses and to verify model implementation
- Experience in validation of Credit risk/Market Risk Models across various classes
- Review, critical assessment and challenge of models on conceptual soundness, developmental evidence in support of modeling choices, performance, implementation and documentation
- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis,
- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including SAS, Python.
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