Vice President - Statistical Modeler - Investment Bank

We have an opening with IB based in Noida for VP- Statistical Modeler role .

Job Title : Statistical Modeller

Location : Noida

- Support the development, calibration, monitoring and documentation of credit risk models in line with regulatory requirements, e.g. Basel, CRR, CCAR, IFRS9

- Enhance model management through automation and development of monitoring packages

What will you be doing?

- Calibrate new credit risk models, contributing to the development through approval

- Validate performance of new models; develop and deploy model monitoring scripts

- Maintain model documents to required standards

- Manage parts of complex projects, liaising with stakeholders to ensure project progress

- Motivate team members and junior staff to deliver high quality output within tight deadlines

What we're looking for :

- Post-graduate degree in a quantitative discipline, such as Statistics, Mathematics, Econometrics, Physics, Engineering, with experience of developing and applying statistical models within credit risk domain

- Excellent knowledge of statistics, e.g. regression analysis, reject inference, decision trees, confusion matrix, cross-validation

- Numerical programming ability using R and/or Python, and working experience with SQL

- Experience in data visualization, cleaning, and feature extraction

Skills that will help you in the role:

- Experience with the Latex document preparation system

- Knowledge of at least one static typed language; C++, Java, C# or other programming languages

- Familiar with continuous integration development framework (e.g. Teamcity), and source control (P4, Git, SVN)

- Familiar with unit-testing

Where will you be working?

- Noida

If you find it suitable or if you have any reference for this position, Kindly share CV with Below detail

- Current Company :
- Current Designation : ___________ Since ________
- Total Experience :
- Relevant Experience :
- Current CTC :
- Exp CTC :
- Notice Period :
- Reason for Job Change :
- Current Location :
- Preferred Location : 
- Reporting to :
- Handling a team of :

Tejashree Waradkar
Recruitment Consultant @ Black Turtle
Dir: +9122 66848569 / Mobile Number - 8454843560