Manager - Decision Sciences(Modeling & Python exp)-Bangalore & Kolkota

2 - 7 years

10 - 20 Lacs

Posted:1 hour ago| Platform: Naukri logo

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Work Mode

Hybrid

Job Type

Full Time

Job Description

Bangalore & Kolkota location

Hybrid mode of work

IC Role

Keyskills: Python is must.

Must have modelling experience.

Experience 2 to 4 years

Manager - Decision Sciences

  • Apply innovative thinking and analytical techniques including data mining/modeling techniques as applicable to build regulatory models (Basel pillar 1 Internal rating based Models) and International Financial Reporting Standards9 Models. .
  • Coordination with internal (within Global Risk Analytics) and external (front line business, regulatory oversight teams, etc.) stakeholders to understand the requirement of the project and delivery and stick to path of regulatory compliance.
  • Explore new data sources / methods to improve model performance.
  • Identify areas which require data remediation and proactively engage with internal / external stakeholder to address them.
  • Clear documentation / summarization of the analytical output.
  • Overall model risk management.

To be successful, you will:

  • Masters in any numeric discipline: - Statistics/Mathematics, Engineering (or B-tech with relevance experience), Economics, MS/MBA in Finance
  • 2-5 years of experience in banking domain/regulatory risk analytics/capital management
  • Hands-on experience on at least one regulatory model development in python environment would be preferred.
  • Prior experience in risk management, regulatory risk model development, model risk management would be preferred.
  • Understanding of commercial banking and wholesale related products would be preferred
  • Strong documentation and summarizing skills for senior audiences
  • Strong programming skills in Python/SAS and experience of working with large volume of data

Regards,

Gopala BR

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