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Job Description
- Build Stress Testing Framework and execute the same
- Develop, validate, and execute Stress Testing Tools and Stress Testing Engine
- Build, monitor, validate and track PD, LGD, EAD models for Stress Testing as per RBI guidelines
- Provide analytical solutions through statistical modeling, credit policy and strategy, reporting and data analysis for the BFL businesses
- Support any adhoc deep dive data analysis on portfolio metrices
- Support in Data analysis and segmentations.
- Ongoing liaising with IT, Credit and BIU teams to ensure all policies, processes, data flow are working efficiently, and all required changes are build and implemented suitably
- Model build design
- Algorithms that should be used in model building
- Business interpretation of statistical models
- Model Monitoring results and it's interpretation
- Updated on new statistical modeling methods
- Writing efficient SQL and Python queries
- Incorporate the regulatory changes, as and when announced
- Liasing with IT and other teams to get models implemented in the systems
- B-Tech/MBA Finance / Postgraduate with 1-3 years in quantitative subjects (Statistics/Data Science)
- 1-3 years relevant analytical experience in Model development, ML modelling, Forecasting, Segmentation and Clustering.
- Preferred Coding languages: SAS, SQL, R, Python.
- Classical statistical techniques: Regression, Logistic regression, Clustering, Dimensionality reduction techniques, Hypothesis testing.
- Experience in handling huge data base and the ability to do root cause analysis.
- Individual contributor with the capability to deliver projects within timeline
- Effective verbal and written communication skills
Skills
AlgorithmsLogistic RegressionFinanceHypothesis TestingModel BuildingModel MonitoringClusteringForecastingCredit RiskIf a job posting appears fraudulent, asks for payment, contains misleading information, or violates our guidelines, please report it immediately. Our team will review it promptly, Jobaaj does not charge any fee from the applicants.
About Company
Bajaj Finance Limited is one of India's largest non-banking financial companies, incorporated on 25 March 1987 as Bajaj Auto Finance Limited and headquartered in Pune, Maharashtra. It is a subsidiary of Bajaj Finserv Limited and part of the Bajaj Group.
Originally focused on two- and three-wheeler financing, the company now offers consumer durable loans, personal loans, business and SME lending, home loans, loans against property, and deposits. Bajaj Finance is listed on the NSE and BSE and employs over 70,000 people.
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