Lead - Marketing Model Analytics - Retail Banking Segment - Investment Bank

Our client is an International Investment Bank with a strong Global presence, looking to expand their Quantitative Marketing Analytics team in Retail Banking Group.

Some of the key responsibilities will include :

- The primary role of the team is to develop and deploy industry leading quantitative models, using analytical approaches, techniques and algorithms like; Econometric Models, Generalized Linear Model, Testing of Hypothesis, Time Series Models, Artificial Intelligence

- Perform the Model Monitoring OR Model Validation to ensure that they are fit for purpose.

- Leverage appropriate techniques for Model Monitoring & Validation.

- Work on Various Model validation techniques like, Cross Validation, K-Fold, Group/Repeated K-Fold, etc

- Support the creation of an industry leading Digital Platform for Model Risk Management.

To be eligible for this role you will require :

- Post graduate degree in a quantitative discipline with a statistics component, preferably to PhD level.

- Strong understanding of statistical and econometric modelling techniques - e.g. time series analysis, regression models and various estimation techniques to deliver to tight deadlines on quantitative projects and manage the end to end process of model delivery.

- Proficient in Artificial Intelligence (AI)/ Machine Learning (ML) - Neural Networks, Back Propagation Algorithm.

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.