Lead Quantitative Analytics Specialist
110380-IND-BENGALURU-INTL BLR Twr-1&2 CARNATION, India
INR 1800K-2250K (estimate) Senior-level Full Time
Tasks
- Assess model performance
- Collaborate with regulators and auditors
- Communicate model risk findings
- Conduct sensitivity analysis
- Develop and challenge analytical models
- Develop benchmarking and alternative models
- Document model validation evidence
- Lead model validation
- Manage model risk
- Perform ATM simulation analysis
- Perform capacity planning analysis
- Perform fraud loss expense analysis
- Perform healthcare expense analysis
- Perform stress testing
- Present analysis results
- Provide analytical support for business initiatives
- Replicate and review model documentation
Perks/Benefits
- N/A
Skills/Tech-stack
Applied Probability | Differential Equations | Linear Algebra | Logistic Regression | Machine Learning | Model Risk Management | Model Validation | Model risk | Optimization | Python | Risk Management | SAS | Statistical Analysis | Stochastic Calculus | Time Series
Education
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