The role is within the operational risk domain of Risk Modeling & Quantification team of a Custodian Bank. The position seeks quant experts experienced at Model Development &/ or Validation along with a masters/ post masters degree in statistics, economics, mathematics/ applied mathematics, operational research, financial engineering etc. with experience & knowledge on
- Extreme Value Theory
- Advanced Modeling Approach
- Frequency Modeling
- Loss Severity Modeling
- Operational Risk Modeling etc.
Plus, hands-on expertise on tools like Python, R etc. is a strong preference for the role.
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