Write Python and/or PySpark code to automate production processes of several risk and loss measurement statistical models. Example of model execution production processes are error attribution, scenario shock, sensitivity, result publication and reporting.
Leverage skills in quantitative methods to conduct ongoing monitoring of model performance. Also, possess capabilities in data science and data visualization techniques and tools
Identify, analyze, monitor, and present risk factors and metrics to, and integrate with, business partners
Proactively solve challenges with process design deficiencies, implementation and remediation efforts
Perform operational controls, ensuring consistency and compliance across all functions, including procedures, critical use spreadsheets and tool inventory
Assist with enhancing overall governance environment within the Operations space
Partner with the IT team to perform system related design assessments, control effectiveness testing, process testing, issue resolution monitoring and supporting the sign-off by management of processes and controls in scope
Work with model implementation experts and technology teams to design and integrate Python workflows into existing in-house target-state platform for process execution
Requirements :
Experience : 4 to 6 years
Education: Graduate / Post Graduate from Tier 1 institutes - Bachelor's or master’s degree in mathematics, engineering, physics, statistics, or financialmathematics/engineering
Foundational skills*
Bachelor's or master’s degree in mathematics, engineering, physics, statistics, or financial mathematics/engineering
Good understanding in numerical analysis, probability theory, linear algebra, and stochastic analysis
Proficiency in Python (numpy, pandas, OOP, unittest) and Latex. Prior experience in git, bitbucket, agile view is a plus
Understanding of Credit Risk modelling and processes
Integrates seamlessly across complex set of stakeholders, internal partners, external resources
Strong problem-solving skills and attention to detail
Excellent communication and collaboration abilities
Ability to thrive in a fast-paced, dynamic environment and adapt to evolving priorities and requirements.
Desired Skills:-
Excellent communication and collaboration abilities