Job Description - Responsibilities (could include one or more from the below list depending on the role) : Develop industry leading quantitative models, using cutting edge analytical approaches, techniques and algorithms like those mentioned below - Econometric Models Linear Regression, Logistic Regression, Decision Tree, Random Forest, Generalized Linear Model (GLM), Testing of Hypothesis, Simultaneous Equation Models, Panel Data Models, Bagging/Boosting, Ensemble Methods, Non- Parametric Methods, Cluster Analysis, Factor Analysis, etc. - Time Series Models ARIMA, ARDL, ARCH/GARCH, Tests for Unit Roots/Structural Breaks, Time Series Filters - Baxter King, Hodrick Prescott, Wiener Processes, Random Walk (with or without drift) - Artificial Intelligence (AI)/ Machine Learning (ML) Neural Networks, Backpropagation Algorithm, Support Vector Machine (SVM), Convolutional Neural Networks (CNN), Recurrent Neural Networks (RNN), Generative Adversarial Networks (GAN), Deep Learning, Deep Neural Networks, Autoencoders, Natural Language Processing (NLP), Reinforcement Learning (RL), Hyper-parameter Optimization - Mathematics Linear Algebra, Difference Equations, Differential Equations, Optimization with or without Constraints - Numerical Methods Root Finding Algorithms, Solving Non-linear Equations / Systems of Equations - Periodically (monthly/quarterly) perform the Model Monitoring and/or Model Validation to ensure that they are fit for purpose. - Leverage appropriate techniques for Model Monitoring/Validation - Model Performance measures Accuracy, Gini, Lift, K-S Statistic, ROC curve and AUROC, True Positive, False Positive, Precision, Recall, F1 score, etc. - Model validation techniques Cross Validation, K-Fold, Group/Repeated K-Fold, etc. - Support the creation of an industry leading Digital Platform for Model Risk Management using software such as Tableau and Alteryx 2 - Automate and streamline existing codes and processes to cut down on run-time and/or CPU/memory utilization - Apply critical thinking skills and perform advanced analytics with the goal of solving complex and multi-faceted business problems. - Generate deep insights through the analysis of data and understanding of business processes and turn them into actionable recommendations. - Perform advanced quantitative and statistical analysis of large datasets to identify trends, patterns, and correlations that can be used to improve business performance. - Know what type of algorithm to use and how to implement them - Build and deploy prototype solutions to demonstrate ideas and prove concepts. - Develop presentations to summarize and communicate key messages to senior management sponsors and colleagues. - Become a subject matter expert and trusted advisor in Analytics - Collaborate with others in the organization to develop new ideas and brainstorm potential solutions. - Actively contribute to the continuous learning mindset of the organization by bringing in new ideas and perspectives that stretch the thinking of the group - Mentor junior team members

Bangalore

Vice President - Quantitative Modeling 

Vice President - Quantitative Modeling  ,Job Description for Vice President - Quantitative Modeling  in Credence HR Services in  Bangalore for (10-18) years of experience. Apply Now!

Job Description for Vice President - Quantitative Modeling  in Credence HR Services in  Bangalore for (10-18) years of experience. Apply Now!