Job Description
As part ofBasel Capital Risk Modeler you will beresponsible for designing, developing and maintaining capital models for Retail products.
You will also havean opportunity to use your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting and automation.
You will help the firm understand, manage, and anticipate risks in a constantly changing environment andwill document and communicate model results and insights to senior staff in Consumer Risk, the Consumer LOBs, or Model Risk Governance and Review.
If you are intellectually curious and have a passion for driving solutions across organizational boundaries, you may be the perfect fit for our team Job Responsibilities:
Provide support for model implementation, performance monitoring and calibration. Handle a variety of analytic projects as well to support capital modeling efforts and business needs. Such projects may include data research and leveraging capital models to solve business problems. Be responsible for compiling and documenting modeling and analytical results in an organized way.
The responsibilities include compiling appropriate data, applying multidimensional data aggregation, performing profile analysis, and evaluating impacts using optimization/sequencing tools and/or classification and regression algorithms.
Required qualifications, capabilities, and skills MS, Engineering or PhD degree in a quantitative discipline 5+ years of hands-on work and research experience of advanced analytical skills in the areas of statistical modeling and data mining Proficiency in advanced analytical languages such as SAS (Preferred), R, Python Experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata Ability to deliver high-quality results under tight deadlines.
Preferred qualifications, capabilities, and skills Knowledge of regulatory modeling (IFRS+/CECL/CCAR/ BASEL preferred
You will also havean opportunity to use your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting and automation.
You will help the firm understand, manage, and anticipate risks in a constantly changing environment andwill document and communicate model results and insights to senior staff in Consumer Risk, the Consumer LOBs, or Model Risk Governance and Review.
If you are intellectually curious and have a passion for driving solutions across organizational boundaries, you may be the perfect fit for our team Job Responsibilities:
Provide support for model implementation, performance monitoring and calibration. Handle a variety of analytic projects as well to support capital modeling efforts and business needs. Such projects may include data research and leveraging capital models to solve business problems. Be responsible for compiling and documenting modeling and analytical results in an organized way.
The responsibilities include compiling appropriate data, applying multidimensional data aggregation, performing profile analysis, and evaluating impacts using optimization/sequencing tools and/or classification and regression algorithms.
Required qualifications, capabilities, and skills MS, Engineering or PhD degree in a quantitative discipline 5+ years of hands-on work and research experience of advanced analytical skills in the areas of statistical modeling and data mining Proficiency in advanced analytical languages such as SAS (Preferred), R, Python Experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata Ability to deliver high-quality results under tight deadlines.
Preferred qualifications, capabilities, and skills Knowledge of regulatory modeling (IFRS+/CECL/CCAR/ BASEL preferred
💡 Quick Summary
Seeking a career-building opportunity? The Quantitative Basel Capital Risk Modeling position is now open for candidates interested in the Bank Jobs sector. This role in Bangalore offers a professional environment and growth potential.
Requirement Snapshot: Candidates should possess basic communication skills, a proactive attitude, and the ability to work in a team. Experience in Bank Jobs is a plus.