To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
Job Summary
To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.
You will support the development, calibration, monitoring and documentation of credit risk models in line with regulatory requirements, e.g. Basel, CRR, CCAR, IFRS9.
Assistant Vice President Expectations To advise and influence decision making, contribute to policy development and take responsibility for operational effectiveness.
Matching Summary
To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.
Skills & Requirements
Must-have
develop credit risk models
quantitative techniques PD, LGD, EAD
numerical programming R and/or Python
working experience with SQL
data visualization, cleaning, feature extraction
Nice-to-have
advise and influence decision making
lead collaborative assignments
mitigate risk and developing new policies
experience with Latex document preparation
familiar with continuous integration development
Key Requirements
Post-graduate degree in a quantitative discipline
experience developing and applying statistical models