Posted By
Posted in
Banking & Finance
Job Code
656964
We are hiring for a leading Financial Services at Banaglore
Position : Analyst/Senior Analyst
Experience : 1-4 yrs in Analytics, Model development for BFSI, Banks, Insurance with knowledge in SAS/Python/R
Role & Responsibilities :
- Responsible for development of Market Risk models like Var Models, IFRS9, Basel Models, Operations risk, Liquidity Risk Modeling
- Model development for Market Risk analysis including Liquidity Risk, VaR, Stress Testing, Sensitivity Analysis
- Build, implement and hand-hold client teams in various analytical and modeling initiatives
- Create a model document describing business use, conceptual philosophy, mathematical logic, and implementation and testing approach of the model developed
- Responsible for Valuation exercise of OTC Derivatives - Swaps (FX, Interest Rates), Forwards, Vanilla and Exotic Options, Swaps
- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including SAS, SPSS & R
- Customer segmentation and targeting, promotion effectiveness and churn prevention
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Posted By
Posted in
Banking & Finance
Job Code
656964
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