Associate Director - Financial Services Risk Modeling
Description
At Tiger Analytics we are working on some cutting-edge data analytics problems across various domains. We are currently focused on advance analytics in areas such as retail, banking and finance, social media, online advertising, technology, e-commerce, transportation etc.
The position offers a unique opportunity to be part of a small, fast-paced, challenging, and entrepreneurial environment, with a high degree of individual responsibility. Significant opportunities for professional development exist, as we continue to grow.
Responsibilities:
The growing financial services analytics area seeks self-motivated analysts and statistical modelers with superlative technical skills for a contractual opportunity in the Financial Services Risk Modeling area.
Design, develop and implement models in all required risk and finance processes, including:
- risk reporting and analytics,
- stress testing,
- credit loss forecasting,
- PPNR and
- economic capital
Requirements
- Qualified candidates must possess a Master’s degree in a quantitative field as well as 7+ years of relevant modeling experience; or a PhD 5+ years of relevant work experience after a PhD
- Minimum of 3 years of credit loss forecasting experience in both building and implementing loss forecast models, including probability of default (PD), Loss Given Default (LGD) and Exposure at Default (EAD)
- Experience in performing stress test (CCAR/DFAST), and exposure to financial services risk management concepts
- Hands-on experience in working with SAS, including using SQL and Macros for data preparation and manipulation
- Knowledge of statistical theory and methods, ability to generate and interpret reports using SAS/STAT and SAS/ETS
- Proficiency with Office applications including Excel/Excel VBA Macros
- Excellent verbal and written communication skills, ability to document and present complex analytical concepts clearly
- Willing to work in flexible hours with virtual team across time zones (Pacific, Eastern and India)
- This role may require travel
Benefits
Significant career development opportunities exist as the company grows. The position offers a unique opportunity to be part of a small, challenging, and entrepreneurial environment, with a high degree of individual responsibility.