Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
16/03 Ruchita
HR Recruiter at New Avenues Consulting

Views:351 Applications:94 Rec. Actions:Recruiter Actions:84

Model Development Role - BFSI (1-12 yrs)

Bangalore Job Code: 809068

Responsibility :

- Advanced degree in mathematics, statistics, econometrics, financial engineering or computer science;

- At least 1 to 12 years of quantitative modeling aptitude/experience with a large global financial institution or consulting firm;

- Managing multiple junior analysts in the execution of the quantitative analyses supporting each project-related deliverable;

- Previous professional experience developing or validating statistical models used for CCAR/DFAST capital stress testing (Pre-Provision Net Revenue models, operational risk models), retail and wholesale credit loss projections (PD, LGD, EAD), Anti-Money Laundering (AML), market risk models (Value at Risk models, interest rate risk models, counterparty credit exposure models), etc.;

- Previous experience in a client facing environment, ability to handle technical conversations with onshore and client teams

- Proven track record in the development of extensive (80-100 page-plus) model development technical documentation for consumption by internal validation group and regulatory entities; very strong technical writing skills is a must;

- Demonstrated knowledge of database management and manipulation including knowledge of SQL;

- Advanced programming skills in at least one supported statistical programming environment (SAS, R or Python) with intermediate programming skills in at least two;

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

Add a note
Something suspicious? Report this job posting.