Posted By
Seema Ujgare
Assistant Vice President - Recruitment at ESP Consultant India Pvt. Ltd.
Last Login: 20 June 2019
Posted in
Consulting
Job Code
616835
1. A subject matter expert in machine learning model life-cycle, statistics and analytics technology
2. Develop machine learning based models for market risk, counterparty risk, credit risk & price risk
3. Developing and validating Risk models for various asset classes
4. Need based projects for various enterprise related activities
5. Developing subject-matter-expertise in analysis of machine-learning, fixed-income products, derivatives, credit scorecard modeling and portfolio risk
6. Risk Analysis of proprietary trading positions before critical events impacting markets
7. Developing deep understanding of financial modelling theory and techniques for structured products
8. Regularly follow global markets to understand how industry changes affect modelling and analytics and help modelling teams to update those changes in existing models
9. Helping in improvement and documentation of analytical models
10. End to end modelling responsibility to check model's performance and implementation
11. Participate in brainstorming sessions and propose hypothesis, approaches, & techniques
12. Manage comprehensive risk reporting for proprietary trading desks
QUALIFICATIONS AND EDUCATION REQUIREMENTS
- Master's or Ph.D. degree (or equivalent) in quantitative field
PREFERRED SKILLS
- Should have strong previous work experience 5 to 10 years (at least 5 years) on developing machine learning models and model inventory maintenance (no bar on Industry)
- In-depth knowledge of mathematics and technology involved in building data analytics models
- Experience in people, stakeholder and client management - preferred
- Ability to program in R, Python, or any analytics tool
- Clear thinking, good business sense and judgement
- Strong interpersonal skills
- Excellent oral and written communication skills
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Posted By
Seema Ujgare
Assistant Vice President - Recruitment at ESP Consultant India Pvt. Ltd.
Last Login: 20 June 2019
Posted in
Consulting
Job Code
616835