Quant Analytics Treasury - Vice President
Mumbai, Nirlon Knowledge Park (BX) 9th & 11-12 floor, India
INR 4111K-5199K (estimate) Executive-level Full Time
Tasks
- Advise stakeholders on model impacts
- Collaborate with technology teams
- Conform to model risk policy
- Design analytics and modelling solutions
- Develop statistical and machine learning models
- Implement models in production software
- Manage model risk controls
- Operationalise analytics models
- Provide ongoing model support
- Validate and test analytics solutions
Perks/Benefits
- N/A
Skills/Tech-stack
Agile | At risk | C++ | Cash Flow | Cash Flow Forecasting | FX Rate | FX Rate Risk | Hedge Accounting | ICAAP | IRRBB | Interest Rate | Interest Rate Risk | Liquidity modeling | Machine Learning | Model Development | Model Implementation | Model Validation | Python | R | Series analysis | Statistical modeling | Time Series | Time Series Analysis | Value-at-Risk
Education
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