GMRA Model Development

Citibank - More jobs by this advertiser
GMRA Model Development-19026374
  • 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

14 July 2019
Location: India Marche Mumbai
Work type:
Full time
Banking and Financial Services
PLEASE! No enquiries from Recruitment Agencies or Headhunters.

Only direct applications will be considered.

This career opportunity is no longer open.
Please search for current vacancies here.

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