Model Development Role - Big4

5 - 7 Years

Bangalore

Posted 4 years ago

#Model Validation #Big4 #Statistics #Quant #Statistical Modeling #CCAR #Stress Testing #Probability of Default #Loss Given Default #Exposure At Default #Risk Modeling

- Advanced degree in mathematics, statistics, econometrics, financial engineering or computer science;

- At least 5 years of quantitative modeling aptitude/experience with a large global financial institution or consulting firm;

- Managing multiple junior analysts in the execution of the quantitative analyses supporting each project-related deliverable;

- Previous professional experience developing or validating statistical models used for CCAR/DFAST capital stress testing (Pre-Provision Net Revenue models, operational risk models), retail and wholesale credit loss projections (PD, LGD, EAD), Anti-Money Laundering (AML), market risk models (Value at Risk models, interest rate risk models, counterparty credit exposure models) etc.;

- previous experience in client facing environment, ability to handle technical conversations with onshore and client teams

- Proven track record in the development of extensive (80-100 page-plus) model development technical documentation for consumption by internal validation group and regulatory entities; very strong technical writing skills is a must;

- Demonstrated knowledge of database management and manipulation including knowledge of SQL;

- Advanced programming skills in at least one supported statistical programming environment (SAS, R or Python) with intermediate programming skills in at least two;