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25/08 Nidhi
HR Recruiter at New Avenues Consulting Pvt. Ltd.

Views:124 Applications:32 Rec. Actions:Recruiter Actions:28

Model Development Role - BFSI (5-12 yrs)

Noida Job Code: 969178

What will you be doing?

- Develop credit risk models across life cycle of various portfolios. This includes regulatory models (capital/impairment), credit decisioning and stress testing, models

- Delivering robust, predictive models and tools that are compliant with both internal and external regulations.

- Identify and use cutting edge techniques to develop best in class models

- Share and seek out best practice across the modeling peer group to develop self.

- Deliver high levels of accuracy and internal consistency/validation within own project

- Provide business with insights and recommendations in order to improve strategy and process.

- Develop high-standard SAS /Python code and model documentation.

- Ensure accurate implementation of models and support their use, interpretation and monitoring

What we're looking for :

- Preferred completion of a degree or equivalent in statistics, mathematics, operations research or related area or engineering.

- A good knowledge of data analysis, theory and multivariate statistical techniques (e.g. Logistic Regression, etc).

- Knowledge of Retail products

- Proficiency in SAS / SQL, or another suitable statistical programming language like Python

- MS Office Skills (Preferably Word, Excel & PowerPoint)

Skills that will help you in the role :

- Strong understanding of banking products.

- Expertise in modelling techniques and their value in business

- Full understanding of Credit Risk Processes and Strategies, including knowledge of credit loss provisioning.

- Ability to act as - Team Expert- in a specialist knowledge area of analytics that will complement the detailed knowledge of other team members.

- An understanding of the fundamental principles of the Basel II Accord and/or of IFRS IAS 39.

- Knowledge of Model Execution Framework (MEF)

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

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