AVP - CCAR Model Developer - Banking Domain

We have an urgent requirement for AVP CCAR Model Developer - Banking Domain

Location - Mumbai

Band - C12 - AVP

Exp - 6+ Years

Budget - 45 LPA

Qualifications / skill sets:

- 6-14 years of relevant statistical /business experience in financial services

- Strong understanding of statistical techniques such as Ordinary Least Square regression (OLS), Fixed-effect Panel Regression, Error Correction Models, Seemingly Unrelated regression and Cointegration.

- Understanding of Machine learning algorithms will be a plus

- Hands-on experience in programming and modeling using SAS, Python and R is preferred.

- Follow a culture of accountability and strict quality control of the data integrity and modeling process

- Ability to build key relationships with finance and business teams

- Must be able to present technical matters in a way that is meaningful to the audience

Education:

- Masters / PhD in quantitative discipline such as Statistics, Economics or related discipline