DE&A - AIML - Data Science - Time Series Analysis & Forecasting

KEY RESPONSIBILITIES

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Analyze and support market risk and credit risk models

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Understand and validate market data inputs and data anomalies

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Interpret and explain risk model outputs and calculations

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Be responsible for regular model calibration processes, including back testing and analyzing results, and authorizing publication.

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Collaborate with quant managers, risk teams, and developers

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Contribute to development and support of risk technology platforms

REQUIRED SKILLS

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Strong quantitative and mathematical background

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Experience in market risk / credit risk modeling or analytics

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Hands-on experience with risk models and financial data

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Working experience with SAS or similar analytics tools

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Strong communication skills to explain quantitative results

QUALIFICATIONS

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Post Graduate degree in mathematics/Statistics/Physics with min 2yrs of relevant work experience and certification in risk management like FRM or PRM.

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Master’s degree in quantitative finance.

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MBA or PG Diploma in management with good understanding of financial markets and products.