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18/07 Neelam Gupta
Director at Quest HR Solutions

Views:2561 Applications:38 Rec. Actions:Recruiter Actions:27

Vice President - Statistical Modeling - Asset Liability Management/Treasury Vertical - BFS (8-13 yrs)

Noida Job Code: 722060

VP - ALM / Treasury

- Design, build and deliver robust and production quality statistical models and code within a unified library for use within Treasury

- Assist with the systematic review and on-going assessment of existing models for forecasting asset and liability behavioural balances.

- Support quantification of funding and capital plans, forward looking impairments and pricing of liquidity and funding risk associated with the bank's asset / liability profile.

- Support model development for quantification of interest rate risk on the banking book.

Qualifications :

- Post graduate degree in a quantitative discipline with a statistics component, preferably to PhD level.

- Strong industry experience in quantitative finance.

- Strong understanding of statistical and econometric modelling techniques - e.g. time series analysis, regression models and various estimation techniques.

- Able to deliver to tight deadlines on quantitative projects, and manage the end to end process of model delivery.

- Proficient in Python (preferred) or 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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