Key skills
Machine LearningCommunicationProblem Solving
About this role
Role Overview
- Design, develop, implement, and support mathematical, statistical, and machine learning models
- Collaborate with the Model Owner and heads of various departments
- Manage and maintain the current model inventory in line with Model Risk Policy
- Advise key stakeholders and manage risks associated with the models
Requirements
- Quantitative academic and/or a professional background with suitable and directly relevant experience in developing or validating empirical models
- Experience with statistical models such as linear and logistic regression and associated statistical tests
- Strong understanding of the fundamentals of Wholesale Credit Risk and the Internal Ratings Based approach to RWA measurement
- Post Graduate or Masters degree required
Benefits
- Excellent written and verbal communication skills
- Proven problem solving, self-motivation and decision-making skills
- Strong managerial and collaborative skills