Model Development/Model Validation & Modeling/Statistical Modeling Role

Skills that will help you in the role:

- Strong experience in designing and developing statistical and econometric models.

- Experience in analysing large volumes of data including cleaning and subsequent pattern identification and clustering.

- Knowledge of EAD, PPNR and stress testing modelling.

- Knowledge of relevant regulatory guidelines for CCAR, IFRS9 and IRRBB

Proficient in Python (preferred) or R

- Domain expertise in Wholesale PD, LGD, EAD

- Minimum Bachelor's Degree in quantitative discipline (e.g. Finance, Mathematics/Statistics or Economics).

- Hands-on experience in statistical model development.

- Proficiency with analytical software R Or Python, SQL tools (e.g., Oracle), Unix platforms, and MS Office required.