Looking for people with 2+ years of experience in Risk and Marketing Analytics in Financial Services preferably India market or in the offshore business.
Education Qualification:
- BE/BTech from Tier 1 colleges (IIT/NIT/BIT/BIT/IIIT/REC) in Computer Science /IT/ECE stream
- Masters in Applied Mathematics, Statistics, Computer Science, OR, Economics, or equivalent from Tier 1 colleges(IIT/ISI/BIT/IIIT/DSE/IGIDR)
- To develop stress testing CCAR PD/EAD predictive models using logistic and linear regressions
- To perform independent back-testing of CCAR model components (GCL, AAR, PD, EAD etc.) under different scenario
- Should be well versed with model development stages: Identifying business problem, data designing, variable selection, back-testing, model validation and implementation
- Data crunching and analysis
- Scorecard Development
- Big Data and Machine Learning algorithm validation
- Analytical Tools SAS EG, R Programming, Sybase (SQL), Vertica, Hbase, Hive
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