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
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