Senior Specialist/Officer/Lead - Model Validation - BFS

Shift Timings: 1:30pm to 10:30pm

Skill set :

Model Validation + Wholesale Credit risk/ Retail Credit Risk/Mortgage credit risk/CCAR + Python Programming

In this role, you will:

- Advise experienced leadership to develop performance on highly complex activities related to creation, implementation, and documentation of highly complex statistical theory

- Perform operational risks to forecast losses and compute capital requirements

- Develop quantitative strategies for real-time and long-term objectives

- Lead the strategy and resolution of highly complex and unique challenges requiring extensive knowledge of the most complex financial products

- Utilize stochastic, structured securities and has expertise in the theory and mathematics behind the data

- Provide vision to experienced leadership on implementing significant business solutions that are inclusive of technical, audit, and market perspectives

- Collaborate and consult with regulators, auditors, and may directly manage a team

Required Qualifications, US :

- 7+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

- Master's degree or higher in a quantitative field such as mathematics, statistics, engineering, physics, economics, or computer science

Required Qualifications, International:

- Experience in Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education