18/07 Dhara
Consultant at Black Turtle

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Vice President - Statistical Modeling - BFSI (10-16 yrs)

Noida Job Code: 722425

Location: Noida

- Enable effective use of data from across BI by QA WCR through support and development of the Wholesale Datamart

- Manage key stakeholders and data projects in support of regulatory model submissions

- Thorough and deep analysis for modelling data, and preparation and documentation of data for model development

What will you be doing?

- Validate data provided to QA, including implementation of data validation code

- Process data provided to QA, e.g. ratio transformations and merging data tables

- Support implementation runs; this includes responding to questions on data transformations as well as initial questions on results before passing on to others in the team

- Document QA data processing tests and data requirements for IT

- Experience analysing data and model calculation outputs

What we- re looking for:

- Excellent technical skills: SQL (Teradata and SQL Server) and R (R Studio)

- Strong quantitative and analytical skills; degree(s) in a quantitative discipline such as Computer Science, Mathematics or Engineering

- Comfortable with handling data, able to create scripts to extract and transform required output

- Significant experience with data management / architecture / storage / reporting within a financial institution

Skills that will help you in the role:

- Domain expertise in Wholesale PD, LGD, EAD

- Knowledge of IFRS9

- Experience with Python

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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