Econometric Risk Model Developer

5 days ago

Bengaluru, Karnataka, India beBeeRiskModeling Full time
Job Description

As a risk model development professional, you will be part of the team responsible for supporting and enhancing regulatory models, executing surveillance tasks, and providing insights for various regulatory requirements. Your expertise in performance assessment methods and metrics for risk models used in portfolio risk, regulatory modeling, and forecasting techniques will be valuable assets to our organization.

Key Responsibilities:

  • Develop and test statistical models for unsecured lending portfolio risk forecast and performance monitoring
  • Utilize advanced analytical skills to perform data extraction, sampling, and statistical analyses using regression, multivariate analysis, time series analysis, etc.
  • Design and produce efficient programs to streamline procedures for model development, validation, and reporting
  • Process, cleanse, and verify data integrity for analysis
Required Skills and Qualifications
  • Master's or PhD degree in a quantitative field
  • Minimum 6+ years of experience in hands-on work and research with advanced analytical skills in statistical modeling and data mining
  • Proficiency in R, Python, PySpark programming languages
  • Experience with SQL in relational databases such as Oracle, Teradata
  • Ability to deliver results under tight deadlines
  • Strong multi-tasking and communication skills
Benefits

Our organization offers opportunities for growth and development in a collaborative environment. If you are passionate about promoting solutions across organizational boundaries and have a strong background in econometric/statistical modeling, we would like to hear from you.

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