Senior Quantitative Analytics Specialist - Market Risk Model Validation
110741-IND-BENGALURU-INTL BLR BLK 2A ASTER, India
Senior-level Full Time
Tasks
- Analyze data for process improvement
- Collaborate with regulators and auditors
- Create and implement models
- Develop documentation for model validation
- Forecast losses and capital requirements
- Manage and evaluate risks
- Perform mathematical and statistical modeling
- Quantify and analyze markets
- Synthesize data to tell a story
- Validate mathematical models
Perks/Benefits
- N/A
Skills/Tech-stack
Applied Probability | C++ | Differential Equations | Linear Algebra | Mathematical Modeling | Monte Carlo | Python | R | SAS | SQL | Statistical Analysis | Stochastic Calculus
Education
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