Data Scientist - Financial Services Risk Modeling

Bengaluru, Karnataka   |   Full time

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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