AVP - IFRS 9/CCAR/Stress Testing - Bank

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