Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.
As a Quant Modeling Assoc, Risk – Portfolio Risk Modeling India in the Portfolio Risk Modeling team, you will be expected to support critical statistical development projects and related analysis. You will design, develop, test, and validate statistical models for risk weight calculation, risk forecast and model performance monitoring. This role provides an opportunity to utilize your graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses. You will also have the chance to efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting.
Job responsibilities
Design, develop, test, and validate statistical models for risk weight calculation, risk forecast and model performance monitoring. Utilize graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, etc. Design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting. Communicate and collaborate with line of business partners and model end-users to analyze and meet analysis and reporting needs.Required qualifications, capabilities, and skills
Minimum 3 years’ statistical modeling experience in the financial services industry; Proficiency in advanced analytical languages such as SAS, R, Python. A Master’s or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology. Strong analytical and problem-solving skills Strong organization and time management skills. Must have the ability to deliver high-quality results under tight deadlines. Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results. Strong communication skills.Preferred qualifications, capabilities, and skills