Statistician - Economic Capital Modeling

Discipline - Banking

Subsector - Analytics

Location - Pune

About our Client - Our client is a global consulting firm with a niche focus on Banking and financial services firms - largely Banks. They have established themselves as a niche player in the consulting world - providing services in the Analytics domain to their large set of clients across domains like - corporate banking, investment banking, consumer banking etc. With the setup based in Pune and the backing of a fortune 100 conglomerate, they are looking to hire a Manager for their Economic Capital Modeling setup.

Job Description - Reporting to the VP - Analytics, you will be responsible for:

- Hands on building Statistical models in the Risk domain Working with PD. LGD, EAD Models with Basel III Regulation

- Working with CCAR understanding post 2008 turmoil with respect to Banking operations

- Working with Economic Capital framework complimented with building statistical modeling

The Successful Candidate - As a successfully applicant, you are a Masters/ PhD in Statistics with 4- 8 years of relevant work experience building statistical models in the Risk domain. You are currently working in a Bank building models and bring along strong understanding of Economic Capital Modeling, Market Risk, Basel III, Dodd Frank, CCAR etc

What's on Offer - An opportunity to be based in Pune and be a part of a growing setup.

The Apply Button will redirect you to Michael Page's website. Please apply there as well.