DE&A AI/ ML
Summary
Builds, validates, and explains risk models for banks using SAS and quantitative methods to assess market and credit risk.
KEY RESPONSIBILITIES
- 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
- Collaborate with quant managers, risk teams, and developers
- Contribute to development and support of risk technology platforms
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
- 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.