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

Key Responsibilities

• Analyze and support market risk and credit risk models
• Understand and validate market data inputs and data anomalies
• Interpret and explain risk model outputs and calculations
• Be responsible for regular model calibration processes, including back testing and analyzing results, and authorizing publication.
• Collaborate with quant managers, risk teams, and developers
• Contribute to development and support of risk technology platforms

Required Skills

• Strong quantitative and mathematical background
• Experience in market risk / credit risk modeling or analytics
• Hands-on experience with risk models and financial data
• Working experience with SAS or similar analytics tools
• Strong communication skills to explain quantitative results

Qualifications

• Post Graduate degree in mathematics/Statistics/Physics with min 2yrs of relevant work experience and certification in risk management like FRM or PRM.
• Master’s degree in quantitative finance.
• MBA or PG Diploma in management with good understanding of financial markets and products.