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30/05 Surbhi
HR Recruiter at New Avenues Consulting

Views:480 Applications:87 Rec. Actions:Recruiter Actions:16

Statistical Modeller - Wholesale Domain (5-18 yrs)

Noida Job Code: 825417

We have a job opportunity with our client(Permanent position), 


Profile- Statistical Modeller

Experience required: 5+ years

Job Location- Noida

Mandatory Skills: Credit Risk Model Development(PD,LGD,EAD,CCAR),Wholesale Domain,Statistics,R or Python.

Job Description:

- Develop, calibrate, monitor and document at credit risk models in line with regulatory requirements, e.g. Basel, CRR, CCAR, IFRS9

- Enhance model management through automation and development of monitoring packages

What will you be doing?

- Calibrate credit risk models, and contribute to the development through approval

- Validate performance of new models; develop and deploy model monitoring scripts

- Maintain model documents to required standards

What we're looking for:

- Post-graduate degree in a quantitative discipline, such as Statistics, Mathematics, Econometrics, Physics, Engineering. Background in Statistics and Computer Science is preferred.

- Excellent knowledge of statistics, e.g. regression analysis, reject inference, decision trees, confusion matrix, cross-validation

- Numerical programming ability using R and/or Python, and working experience with SQL

- Experience in data visualization, cleaning, and feature extraction

Apply with your updated Resume or call on-9811984494 . 

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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