Lead Quantitative Analytics Specialist
110380-IND-BENGALURU-INTL BLR Twr-1&2 CARNATION, India
INR 1900K-2225K (estimate) Senior-level Full Time
Tasks
- Assess model performance and data integrity
- Collaborate with regulators and auditors
- Develop document validate and defend analytical models
- Develop model monitoring and implementation documentation
- Lead model validation initiatives
- Perform forecast credit and operational risk
- Present analysis results to stakeholders
- Qualify market monitoring and risk forecasting
- Review models from technical audit and market perspectives
- Translate fixed income business context into modelling requirements
- Use stochastic and securities spread analysis
Perks/Benefits
- N/A
Skills/Tech-stack
Applied Probability | C++ | Differential Equations | Linear Algebra | Model Performance Assessment | Model Validation | Model performance | Monte Carlo | Performance Assessment | Python | R | SAS | SQL | Statistics | Stochastic Calculus
Education
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