Senior Quantitative Analytics Specialist
110741-IND-BENGALURU-INTL BLR BLK 2A ASTER, India
INR 2755K-4064K (estimate) Senior-level Full Time
Tasks
- Assess model calibration and expert judgment
- Compute capital requirements
- Conduct ongoing validation activities
- Conduct periodic model reviews and regulatory examinations
- Create implement and document quantitative models
- Develop Cox proportional hazards models
- Develop logit models
- Develop time series forecasting
- Ensure model compliance with internal model risk management standards
- Ensure regulatory compliance for liquidity models
- Evaluate model assumptions and data inputs
- Forecast losses
- Maintain model validation documentation
- Manage market credit and operational risks
- Oversee model performance monitoring
- Participate in model governance and approvals
- Perform time-series analysis
- Present validation outcomes to senior management
- Provide model remediation recommendations
- Quantify analyze and manage market risk
- Validate behavioral models
- Validate cash flow forecasting models
- Validate liquidity risk models
- Validate stress testing frameworks
Perks/Benefits
- N/A
Skills/Tech-stack
Behavioral Modeling | Capital Requirements | Cash Flow | Cash Flow Forecasting | Cox Proportional Hazards | Credit Risk | LCR | Liquidity Risk | Liquidity risk modeling | Logit Model | Market Risk | Model Risk Management | Model Validation | Model risk | NSFR | Operational Risk | Quantitative analytics | Regulatory Compliance | Risk Management | Risk Modeling | Series analysis | Statistical modeling | Stress Testing | Time Series | Time Series Analysis
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
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