Consultant/Lead - Predictive Modelling

Role and Responsibilities

- Responsible for running the risk model, preparing in depth model review, documents and reports of loss estimates of client's portfolio and developing and performing various quality assurance checks

- Assisting in implementation of various risk models with model, research, analytics and software team. Responsibilities include reviewing the theoretical assumptions

- Responsible for creation of test plan according to requirement of the model; verify, validate and execute the entire plan

- Expertise in conceptualizing business problem into a tangible deliverable (an exhaustive report), model documentation and validation report writing, exposure to BASEL norms

- Responsible for setting up independent benchmarking tools for testing of various scenarios and boundary conditions of complex models and the implementation of the model.

- Understand business requirements to translate business problems into analytics problems and construct analysis road-map based on the business context

- Manage large volumes of structured and unstructured data, extract & clean data to make it amenable for analysis

- Analyse big data using statistics, econometrics, mathematics, operations research, and text mining techniques

- Develop good visualization to communicate business insights from analysis and make actionable recommendations

- Help deploy analytics solutions and enable tracking of business outcomes to measure return on investment

- Keep up with cutting edge analytics techniques and tools in the continuously evolving area of decision science.

Qualification

- 2-4 years of work in statistical modelling and business analysis role

- Bachelors/Masters in Economics, Engineering, Mathematics, IT, Statistics and MBA/PGDBM

Skills

- Aware of various statistical analysis methods such as Regression, Logistic regression, decision trees, other segmentation methods and technical expertise in one of these techniques

- Simulation & Mathematical optimization models

- Time series forecasting methods

- Hands on experience in statistical modelling software such as SAS or R

- Strong Microsoft Excel, Access and PowerPoint skills (VBA & SQL experience preferred)

Team - Predictive Modeling & Optimisation

Location - Bengaluru, India

Job Type - Full Time