DE&A - AIML - Data Science - Time Series Analysis & Forecasting

Job description

**KEY RESPONSIBILITIES** - Analyze and support **market risk and credit risk models** - Understand and validate **market data inputs** and data anomalies - Interpret and explain **risk model outputs and calculations** - Be responsible for regular model calibration processes, including back testing and analyzing results, and authorizing publication. - Collaborate with quant managers, risk teams, and developers - Contribute to development and support of **risk technology platforms** **REQUIRED SKILLS** - Strong **quantitative and mathematical background** - Experience in **market risk / credit risk modeling or analytics** - Hands-on experience with **risk models and financial data** - Working experience with **SAS or similar analytics tools** - Strong communication skills to explain quantitative results **Q** **UALIFICATIONS** - Post Graduate degree in mathematics/Statistics/Physics with min 2yrs of relevant work experience and certification in risk management like FRM or PRM. - Master’s degree in quantitative finance. - MBA or PG Diploma in management with good understanding of financial markets and products.