Assistant Vice President - Statistical Modeling/ML Model - Bank (6-10 yrs)

Currently hiring for client based in Bangalore

Co Name: Banking MNC

Designation: AVP

Role: Leading a small team of modelers in developing best in class statistical/analytical/ML models and deploying these across various products & portfolios for internal and regulatory stress testing programs.

- Hands-on involvement across the various stages of modeling life cycle like defining model scope to model development, validation, testing, documentation, scenario analysis etc.

- Providing analytical solutions by drawing linkages between model outcomes, portfolio specific nuances and internal and external regulations

- Supporting development and deployment of new tools and modelling techniques - Python, R, Machine Learning solutions, cloud (preferred) to live business problems on a day-to-day basis.

Qualifications

- Prior experience in Modeling, Data analytics and large data handling in a financial services firm

- Masters or Ph. D in Economics, Statistics, Engineering, MBA or equivalent

- Relevant experience in analytics specifically in the fields such as Credit Risk Modeling, Stress Testing, CCAR/PPNR, Loss Forecasting, Reserving, IFRS 9, CECL etc. for a Banking organization

- Strong analytical skills with demonstrated problem solving and project management skills

- Ability to comprehend intricate and diverse range of business problems and analyze them with limited or complex data and provide a feasible solution framework.

- Excellent quantitative aptitude and proficiency in tools such as SAS/sequel, R, Python (essential), etc.