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29/05 Preeti Sethi Saraswat
Key Account Manager at Mastermind Network

Views:311 Applications:50 Rec. Actions:Recruiter Actions:10

Statistical Modeler - CCAR/IRBB/IFRS - BFS (4-6 yrs)

Delhi NCR Job Code: 825258

We are hiring for a leading Financial organization based at Delhi/NCR

Position : Statistical Modeller

Experience : 4-6 yrs in Analytic, Model Development for Quant models (Treasury/ IRBB/ IFRS9/ CCAR)

Education : Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science.

Role & Responsibilities :

- Involved in Validation/development of Market Risk models like Var Models, CCAR, Pricing models, Derivatives Models, Quant models, Treasury, IRBB, ALM Models.

- Support, develop, calibrate and monitor statistical balance sheet projection models

- Develop and deploy industry-leading statistical models for balance sheet evolution under different macro-economic scenarios

- Experience in development and implementation support to key Treasury models

- Ensuring an efficiently organized library and adherence to coding standards, regression testing and continuous integration

- Statistical techniques like regression, time series, forecasting and predictive analytics

- Strong statistical analytics skills and knowledge of advanced statistical analysis tools likes Python & R

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

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