Junior Data Analyst
KeyBank
Python
Senior Non-Financial Risk Quantification Analyst
Northern Trust
full-time
Posted on:
Origin: • 🇮🇳 India
Visit company websiteJob Level
Senior
Tech Stack
Python
About the role
- Ideate, develop and test quantitative modelling and measuring techniques
- Support analytics including automation and data engineering
- Present ideas and results to leadership team
- Cover model lifecycle including development, monitoring, recalibration, and implementation of risk models in R/Python
- Research and evaluate quantitative approaches for model development; coding, testing and validation
- Assist team members in statistical model development, monitoring, implementation and model validation for Operational Risk models (AMA capital estimation, stress testing, capital allocation etc)
- Improve efficiencies and modelling activities that require enhancements for execution, standards and maintenance of risk models
- Pitch, develop, and test Machine Learning and AI models and compare performance against legacy statistical models
- Use techniques including OLS and Logistic Regression, Time Series Regression, Monte Carlo Simulation, Decision Trees, Gradient Boost, Bayesian Inference
Requirements
- 2-3 years of experience
- Sound knowledge of Probability and Statistics
- Experience in Data Science Projects (Statistical Modelling/Machine Learning)
- Programming in R/Python
- Knowledge/Interest in Banking and Financial Services
