Model Validation - Investment Bank

We are in Hire of Professionals with the below mentioned skillset :

Skills, Knowledge and Experience:

Experience : 10 Years

- Knowledge/experience of working on statistical scorecards including Logistic Regression and Decision Trees across broad range of retail and wholesale portfolio (6+ years)

- Knowledge of the Basel 2 regulatory framework and capital measurement approaches (incl. PD, LGD, EAD models)

- Post graduate qualifications in statistics, econometrics, mathematics or any other quantitative discipline with exposure to different statistical techniques such as multiple regression, time series analysis, discriminate analysis, principal components, conjoint analysis, segmentation, clustering, survival data analysis etc.

- Ability to communicate & interact on a regular basis with customers and stakeholders across levels

- Advanced skills in SAS (Base & Macro), SQL and office tools including MS Excel and Visual basic for application (VBA). Basic knowledge of UNIX and Mainframe

- Demonstrated ability to use initiative. Be proactive by taking action and being persistent in addressing issues

Role Purpose :

The role is focused on the Group's governance framework over all retail and wholesale credit decision and rating models and related tools globally

For further details and interest confirmations ,please send your mails to jyothirlata.r@heliosmatheson.com

Onboarding Time : Max 3 Weeks

Jyothirlata
Sr HR Client Services
044-43910020
Helios & Matheson