Work in establishing the swap set analysis and P&L optimization using the models
Hands on experience of Credit/Fraud Risk strategy development.
Preferred knowledge of credit/fraud risk analytics
Observe key credit abuse trends, threats, inaccuracies and drivers of those observations. Support Audit requirements from external/internal auditors & queries from Independent Risk
Strong analytic, strategic and project management skills
Create story boards, presentations and project plans for discussions with senior management and governance requirements to drive insights
Utilize UNIX and Statistical Analysis System (SAS) to perform risk, financial and data analyses including profiling, sampling, reconciliation, and hypothesis testing
Knowledge and experience of statistical procedures and financial analytic tools.(SQL, R, Python, Hadoop, Spark, SAS) and Machine Learning knowledge preferred
Experience in pre /post validation of deployed strategies and models and monitoring of strategy performance against established benchmarks.
4+ years of relevant experience
Advanced Degree (Masters required) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline
Decision Management
Time Type:
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