DE&A - AIML - Data Science - Time Series Analysis & Forecasting

 Posted 8 days ago
  
 India
  
5-10 years experience
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AI Summary

Analyze and validate market and credit risk models, including managing data anomalies and model calibration processes. Collaborate with quantitative managers and developers to support 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 

 

REQUIRED SKILLS 

  • 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 

 

QUALIFICATIONS 

  • 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. 


At Zensar, we’re “experience-led everything”. We are committed to conceptualizing, designing, engineering, marketing, and managing digital solutions and experiences for over 130 leading enterprises. We are a company driven by a bold purpose: Together, we shape experiences for better futures. Whether for our clients, our people, or the world around us, this belief powers everything we do. At the heart of our culture is ONE with Client - a set of four core values that reflect who we are and how we work: One Zensar, Nurturing, Empowering, and Client Focus.

Part of the $4.8 billion RPG Group, we’re a community of 10,000+ innovators across 30+ global locations, including Milpitas, Seattle, Princeton, Cape Town, London, Zurich, Singapore, and Mexico City. Explore Life at Zensar and join us to Grow. Own. Achieve. Learn. to be the best version of yourself.

We believe the best work happens when individuality is celebrated, growth is encouraged, and well-being is prioritized. We are an equal employment opportunity (EEO) and affirmative action employer, committed to creating an inclusive workplace. All qualified applicants will be considered without regard to race, creed, color, ancestry, religion, sex, national origin, citizenship, age, sexual orientation, gender identity, disability, marital status, family medical leave status, or protected veteran status.

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