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11/07 Tanya Saxena
Associate Consultant at Black Turtle India Pvt. Ltd

Views:3618 Applications:58 Rec. Actions:Recruiter Actions:21

Model Development Role - Investment Banking (10-15 yrs)

Bangalore/Delhi NCR/Mumbai/Noida/Pune Job Code: 719700

Currently we are hiring for Investment banking for the role of Model Development based in Noida Location.

Experience : 10-15 Years

Job Description:

- 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

Tanya Saxena
Associate Consultant

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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