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12/07 Tejashree W
Recruitment Specialist - Investment Banking at Black Turtle

Views:2636 Applications:52 Rec. Actions:Recruiter Actions:8

Vice President - Quant/Data Analyst - Investment Bank (10-20 yrs)

Noida Job Code: 719879

Opening for Quant Data Analyst- VP

Location: Noida

- Support the development, calibration, monitoring, and documentation of 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 new credit risk models, contributing to the development through approval

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

- Maintain model documents to required standards

- Manage parts of complex projects, liaising with stakeholders to ensure project progress

- Motivate team members and junior staff to deliver the high-quality output within tight deadlines

What we- re looking for:

- Post-graduate degree in a quantitative discipline, such as Statistics, Mathematics, Econometrics, Physics, Engineering, with experience of developing and applying statistical models within credit risk domain

- 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

Skills that will help you in the role:

- Experience with the Latex document preparation system

- Knowledge of at least one static typed language; C++, Java, C# or other programming languages

- Familiar with continuous integration development framework (e.g. Teamcity), and source control (P4, Git, SVN)

- Familiar with unit-testing

Kindly share CV with Below detail :

- Current Company :
- Current Designation : ___________ Since ________
- Total Exp:
- Relevant Exp:
- Current CTC :
- Exp CTC:
- Notice Period :
- Reason for Job Change :
- Current Location
- Preferred Location
- Reporting to :
- Handling a team of :

Tejashree Waradkar
Team Leader

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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