We offer:
- Development of statistical and econometric models to forecast risk factors like Equity, Rates, Credit etc required for stress testing purpose
- Test the models on extensive technical and fundamental criteria to ensure models are fit for purpose
- Communicate complex modeling and statistical concepts to senior levels of internal management
- Understanding and interpretation of data including data gathering and cleaning to ensure data is fit for use
- Provide comprehensive documentation of models including analysis on technical aspects of statistical models for model validation purpose
- Generate forecasts for various risk factors for a range of baseline and stress scenarios
You offer:
- Excellent financial/statistical modeling skills with a strong quantitative background - Graduation from a top tier technology or management institute
- Strong knowledge of statistical concepts
- Knowledge of statistical packages (such as R) is a plus
- Excellent communication skills
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