Overall purpose of role - Develop, calibrate, monitor and document credit risk models in line with regulatory requirements, e.g. Basel, CRR, CCAR, IFRS9 - Enhance model management through automation and development of monitoring packages Key Accountabilities - Calibrate credit risk models, in order tomaintain external permissions and internal approvals for use - Validate and test performance of models; develop and deploy model monitoring scripts - Maintain model documents to required standards Essential Skills/Basic Qualifications: - Post graduate degree in a quantitative discipline, such as Mathematics, Statistics, Physics, Engineering. Background in Computer Science and Statistics is preferred. - Excellentknowledge of machine learning and 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 Desirable skills/Preferred Qualifications: - Familiarity and previous experience with the Latex document preparation system - Knowledge of a one static typed language; C++, Java, C# or other programming languages - Familiarity with continuous integration development frameworks (ex; Teamcity) and source control (P4, Git, SVN) - Familiarity with unit-testing

Noida

AVP - Modeling - Investment Bank 

Job Description for AVP - Modeling - Investment Bank  in Quest HR in  Noida for (5-8) years of experience. Apply Now!