GMRA Model Development

2.00 to 6.00 Years Mumbai City 30 Mar, 2019

Job Location	Mumbai City
Education	Not Mentioned
Salary	Not Disclosed
Industry	anking / Financial Services
Functional Area	Statistics / Analytics
EmploymentType	Full-time

Job Description

Develop credit scorecard models and segmentations
Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)
Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents) of ongoing and new projects
Understand modeling procedures, credit policies and deliver technical/regulatory documentation for internal/external reviews
Role involves strong programming (SAS, R, Matlab etc.) and quantitative analytics (regression, time series, linear/nonlinear optimization etc.) skill
Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences
Manage projects independently

Advanced Degree (Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance. MBAs should apply only if they are interested in career in specialized quantitative risk management discipline

Keyskills :
financeriskmanagementprojectmanagementresearchmanagementmatlabphotographicmodellingoperationsadministrationeconomicsgoodriskbusinessdevelopmentreditscecard

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GMRA Model Development

Job Description

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