Quant Modeling Assoc, Risk Portfolio Risk Modeling

You will be part of a dynamic and growing team in a fast-paced and challenging environment as a Quant Modeling Assoc, Risk Portfolio Risk Modeling India. Your main role will involve supporting critical statistical development projects and related analysis by designing, developing, testing, and validating statistical models for risk weight calculation, risk forecast, and model performance monitoring. Key Responsibilities: - Design, develop, test, and validate statistical models for risk weight calculation, risk forecast, and model performance monitoring. - Utilize graduate-level research and analytical skills for data extraction, sampling, and statistical analyses using various techniques. - Develop programs to streamline procedures for model development, validation, and reporting. - Collaborate with business partners and model end-users to analyze and meet analysis and reporting needs. Qualifications Required: - Minimum 3 years of statistical modeling experience in the financial services industry. - Proficiency in advanced analytical languages such as SAS, R, Python. - A Masters or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology. - Strong analytical, problem-solving, organization, and time management skills. - Ability to deliver high-quality results under tight deadlines and manage expectations effectively. - Strong multi-tasking skills and communication skills.,