Job Description:
Statistical model development for credit economic capital and strategic risk modeling. Work could include correlation modeling, loss distribution fitting.
- Develop Matlab code to implement final models in a robust production environment
- Produce written documentation on modeling results for use in model validation and regulatory review.
- Prepare presentations and join discussions with key stakeholders, include regulators, model validation, and business partners to facilitate understanding of our economic capital modeling and to effectively take-away feedback.
Salary:Not Disclosed by Recruiter
Industry:Banking / Financial Services / Broking
Farea:Financial Services, Banking, Investments, Insurance
Financial Services/Stock Broking
Role:Analyst
Keyskills:Statistician BFSI Matlab SAS VBA
Desired Candidate Profile:
Education: UG - Any Graduate - Any Specialization
PG - M.Sc - Statistics, M.A - Economics, Statistics, MBA/PGDM - Finance
Doctorate - Ph.D
- Masters degree in statistics, economics, engineering, finance or another quantitative discipline (from an IIT background)
- Demonstrated ability to pursue independent research projects and deliver innovative and high quality results
- Strong programming skills
Preferred Qualifications
- PhD in an analytical discipline, or a MS degree with very strong research skills (PhD is required for position Manager+) (MS degree from an IIT background)
- 1-3 years of work experience in applied statistical model development
- Advanced Matlab programming skills
- Knowledge of SAS and VBA is a plus
- Strong technical writing skills and experience in preparing documentation for model validation or regulatory review
- Strong presentation and communication skills
- Ability to communicate highly technical concepts effectively
- Team player receptive to collaborative sharing of ideas
Company Profile:
PeopleConsulting
Peepal Consulting is a group of domain specialized Executive Search firms; most of them being a pioneer in their own space.Since its inception, Peepal with its domain expertise, focused insight, and innovation has gained a reputation of a dedicated and premium Executive Search group, enabling us to attain a leading position in the industry.We are also a member of Industry's Leading body, Executive Recruiters Association, for past 7 years.
Contact Details:
Reference Id:109074
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