Analyst Java Developer

Crescendo Global Services
  • Delhi
  • 6-11 lakh
  • 1-5 years
  • Views
  • 25 Oct 2017

  • Business Analytics

  • IT/ Technology - Software/ Services
Job Description

Building core risk models for scratch using a variety of Statistical Tools and Techniques
Extensive tactical data analysis and model development for client engagements using a variety of programming languages
Building core statistical models in the wholesale banking/ investment banking domain for in house large capabilities
Serving as subject matter authority on financial and statistical markets model development and validation expertise
Working as an individual contributor in developing models
THE SUCCESSFUL CANDIDATE:
Holds Master's degree in Statistics/ Economics/ Mathematics or an equivalent numerical subject
2-5 years of experience in developing core credit/market risk models like Economic Capital, Basel, PD, LGD, EAD etc in the Retail banking/ wholesale banking domain
Expertise in Customized model development process
Technical expertise in SAS, R, Python, VBA and SQL
Working experience in BFSI or finance domain with understanding of credit risk or market risk
Knowledge of different asset classes like home loans, credit cards, mortgage, equities, fixed income, etc.


Competencies/Skill sets for this job

Market Vba Statistics Investment Banking Python

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About Organisation

Crescendo Global Services