AVP Quantitative Analytics CCR Modeler
Mumbai, Nirlon Knowledge Park (BX) 9th & 11-12 floor, India
INR 500K-800K (estimate) Executive-level Full Time
Tasks
- Advise stakeholders on complex issues
- Collaborate on data development environments and tools dependencies
- Design analytics and modeling solutions
- Develop mathematical statistical and machine learning models
- Document analytics and modeling solutions
- Ensure compliance with model risk policy
- Implement models in stable well tested software
- Lead a team and coach employees
- Mitigate risk and strengthen controls
- Operationalize analytics and models
- Provide ongoing model and analytics support
- Validate model efficacy with business users and independent validation teams
Perks/Benefits
- N/A
Skills/Tech-stack
Backtesting | Basel framework | C++ | CVA | Collateral modeling | Commodity modeling | Credit Risk | Credit modeling | Credit risk modeling | Derivatives pricing | Equity modeling | Expected Positive Exposure | Exposure modeling | Factor modeling | Greeks | IMM Models | Interest Rate | Interest rate modeling | Model Development | Model Validation | Monte Carlo | Monte Carlo Simulation | Numerical analysis | Potential Future Exposure | Python | Rate modeling | Risk Modeling | Risk factor modeling | SA-CCR | Scenario Analysis | Statistical modeling | Stress Testing
Education
N/A
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