Associate Consultant at Black Turtle India Pvt. Ltd
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Model Development Role - Investment Banking (10-15 yrs)
Currently we are hiring for Investment banking for the role of Model Development based in Noida Location.
Experience : 10-15 Years
- Enable effective use of data from across BI by QA WCR through support and development of the Wholesale Datamart
- Manage key stakeholders and data projects in support of regulatory model submissions
- Thorough and deep analysis for modeling data, and preparation and documentation of data for model development
What will you be doing?
- Validate data provided to QA, including implementation of data validation code
- Process data provided to QA, e.g. ratio transformations and merging data tables
- Support implementation runs; this includes responding to questions on data transformations as well as initial questions on results before passing on to others in the team
- Document QA data processing tests and data requirements for IT
- Experience analyzing data and model calculation outputs
What we're looking for:
- Excellent technical skills: SQL (Teradata and SQL Server) and R (R Studio)
- Strong quantitative and analytical skills; degree(s) in a quantitative discipline such as Computer Science, Mathematics or Engineering
- Comfortable with handling data, able to create scripts to extract and transform required output
- Significant experience with data management / architecture / storage / reporting within a financial institution
Skills that will help you in the role:
- Domain expertise in Wholesale PD, LGD, EAD
- Knowledge of IFRS9
- Experience with Python
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