Sr Statistician - BFSI - IIT

Specific Responsibilities:

- Statistical model development for credit economic capital and strategic risk modeling. Work could include correlation modeling, loss distribution fitting.

- Develop Matlab code to implement final models in a robust production environment

- Produce written documentation on modeling results for use in model validation and regulatory review.

- Prepare presentations and join discussions with key stakeholders, include regulators, model validation, and business partners to facilitate understanding of our economic capital modeling and to effectively take-away feedback.

Basic Qualifications:

- Master’s degree in statistics, economics, engineering, finance or another quantitative discipline (from an IIT background)

- Demonstrated ability to pursue independent research projects and deliver innovative and high quality results

- Strong programming skills

Preferred Qualifications

- PhD in an analytical discipline, or a MS degree with very strong research skills (PhD is required for position Manager+) (MS degree from an IIT background)

- 1-3 years of work experience in applied statistical model development

- Advanced Matlab programming skills

- Knowledge of SAS and VBA is a plus

- Strong technical writing skills and experience in preparing documentation for model validation or regulatory review

- Strong presentation and communication skills

- Ability to communicate highly technical concepts effectively

- Team player receptive to collaborative sharing of ideas

Please note that the client is looking out for candidates from an IIT background (both UG & PG) or from a Tier 1 University. Do send your resumes to the following ID : sriram.raghuveer@peepalconsulting.com