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08/03 Richa
Manager at Black Turtle

Views:6524 Applications:303 Rec. Actions:Recruiter Actions:273

AVP - IFRS 9/CCAR/Stress Testing - Bank (8-14 yrs)

Bangalore Job Code: 1385030

AVP - IFRS 9 / CCAR / Stress Testing

What we- re looking for:

- Post-graduate degree in a quantitative discipline, such as Statistics, Mathematics, Econometrics, Physics, Engineering, with experience of developing and applying statistical models within credit risk domain

- Excellent knowledge of statistics, e.g. regression analysis, reject inference, decision trees, confusion matrix, cross-validation

- Numerical programming ability using R and/or Python, and working experience with SQL

- Experience in data visualization, cleaning, and feature extraction

Skills that will help you in the role:

- Experience with the Latex document preparation system

- Knowledge of at least one static typed language; C++, Java, C# or other programming languages

- Familiar with continuous integration development framework (e.g. Teamcity), and source control (P4, Git, SVN)

- Familiar with unit-testing

Women-friendly workplace:

Maternity and Paternity Benefits

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