Statistical Modeling Role - Market Risk Analytics - Big4

Key engagement responsibilities would be :

- Model development of one or more of CCAR/DFAST/ IFRS 9 modelling and PPNR .

- Advanced statistical and quantitative modelling skills (linear regression, logistic regression, ARIMA modelling,etc.)

- Strong understanding of regulations and guidelines like IAS 39, IFRS9,

- SR 11-7 or other equivalent guidelines for model risk management.

- Programming skills: SAS, R, Python. Expertise is one of these programming.