Lead Quantitative Model Solutions Specialist
110741-IND-BENGALURU-INTL BLR BLK 2A ASTER, India
INR 1800K-2075K (estimate) Senior-level Full Time
Tasks
- Adhere to audit requirements
- Conduct model testing
- Create optimization strategies
- Develop PPNR models
- Develop credit risk models
- Develop model processes
- Ensure governance compliance
- Execute model analytics
- Lead model maintenance
- Migrate SAS code to Python
- Optimize model operations
- Perform UAT
- Perform model implementation
- Plan model initiatives
- Research portfolio data
- Review model operations
- Support ad-hoc analytics
- Support model monitoring
- Support model validation
Perks/Benefits
- N/A
Skills/Tech-stack
Agile Development | CCAR | CECL | Credit Risk | IFRS | Model Testing | Model Validation | Predictive Modeling | Python | Risk Analytics | SAS | SQL | Statistical Analysis | UAT
Education
N/A
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