Yes Bank - Manager - Risk Modeler

Job requirements :

- Ability to perform manipulation of high volumes of data

- Apply statistical theories and methods to solve practical problems

- Collaborating and Partnering with stakeholders for solving the problem at hand

- Ability to decide what data is needed to answer specific questions or problems

- Determine methods for finding or collecting data on the basis of problem at hand

- Collect data or train the data

- Analyze and interpret data

- Perform analysis and Report conclusions

- Data quality checking and cleansing data as well as imputation of data

- Developing statistical tools for future data collection

- Identifying business needs, specifying what data to be delivered

- Time series analysis, analyzing surveys, behavioral analysis, Bayesian statistics

- Analysis of Variance Regression Multivariate Techniques Time Series Analysis Index Numbers Generalized Linear Model Hypothesis Testing

- Sampling and Resampling techniques

Computer Skills :

- Ability to write macros in Excel VBA

- Good understanding of programming in statistical softwares like R, S-Plus

- Knowledge of other softwares like SAS, SPSS, Matlab, Mathematica would be added advantage

- Working knowledge of C, C++ would be additional advantage

Education : Post-graduate or doctorate in Statistics (preferably with Banking experience) from an institute of high repute such as ISI (Indian Statistical Institute), IGIDR(Indira Gandhi Institute of Development Research) etc.