Role Focus:
- Identify potential problems, build the hypothesis, identify research data attributes and determine approach to solve analytical problems specifically in the area regulatory risk and modeling.
- Understand, extract, clean and prepare the data for analysis.
- Build complex programs for running statistical tests on data and for understanding correlation of various attributes. Perform detail exploratory data analysis on the data and report findings.
- Compare and weigh numerical model outputs and identify best choice models.
- Build models and ensure models with good predictive power as well as those which meet regulatory and audit standards.
- Make recommendations for procedural improvements supported by analytical findings.
- Build presentations for targeted audiences.
- Pragmatic approach to deliver fit to purpose strategies for bank under clear timelines.
Skill Requirement:
- Experience in Statistical Modeling
- Working knowledge of aspects like Physical Risk and Transition Risk stress testing
- Mandatory experience in SAS, Python or R
- Strong communication skills
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