Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
26/06 Vikas Sharma
Associate Consultant at Black Turtle

Views:4166 Applications:104 Rec. Actions:Recruiter Actions:104

Model Development/Validation & Statistical Modeling/Data Scientist Role - Financial Institution/Consulting Firm (3-14 yrs)

Bangalore Job Code: 713855

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

- At least 5 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.;

- Proven track record in the development of extensive (80-100 page-plus) model validation and 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.