At Tiger Analytics we like to solve complex business problems using advanced analytics.
The growing Financial Services vertical seeks self-motivated analysts and statistical modelers with superlative technical skills for a challenging role in the Financial Services Risk Modeling area.
Responsibilities for this job will focus on the model development, validation, model implementation, and model monitoring of CCAR / DFAST / IFRS/CECL stress testing and loss models for various global financial services clients.
As part of larger Data Science practice, you may get to work on a broad range of cutting-edge data analytics and machine learning problems across other industries. You will be engaging with clients to understand their business context, and work with a team of data scientists and engineers to embed AI and analytics into the business decision processes.
An ideal candidate should have:
- 4-6 years of experience in model development, in Risk and Marketing areas
- Model development or validation experience in regulatory risk, loss forecast (PD / LGD/ EAD), and stress testing models
- Hands-on experience in utilizing SAS/Base, SAS/STAT, SAS/ETS to develop and deploy econometric and multivariate regression models; panel data regression; and stochastic modeling approaches
- Advanced knowledge of SQL and SAS/Macros for large scale data preparation and manipulation
- Exposure to accounting and regulatory concepts such as IFRS / Basel / CCAR / DFAST / CECL and model risk governance and management principles. Past IFRS experience is mandatory.
- Excellent written communication skills, ability to summarize output and write model documentation to present complex analytical concepts
- Proficiency with Office applications including Excel/Excel VBA Macros
- Willing to work in flexible hours with virtual team across time zones
- Ability to translate business problems into analytical structures
Preferred job location is Bangalore, India. Exceptions on work location can be made for outstanding candidates.
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