Vice President - Statistical Modeling - Asset & Liability Management Team - IIM/ISB/FMS/MDI/XLRI

Looking out candidates from premium institute with 5+ years of experience:

Responsibilities - 

- Contribute to and develop statistical banking book product models, in order to maintain internal approvals for use.

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

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

- The job requires strong analytical skills and ability to communicate technical information clearly in written and verbal form.

- Understands the quantitative techniques used in developing and validating data driven statistical models.

- The primary role of the Asset & Liability management team is to develop and deploy industry leading statistical models for balance sheet evolution under different macro-economic scenarios.

- Strong python/R skills required.

- Should have line management experience.

- PG / Graduation in Statistic/ Mathematics or economics from good institute or BE / BTech.

- Domain - working in Banking and finance and risk - Balance sheet experience

- Treasury experience - preference with credit model development - Retail, wholesale and IB