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Job Description

Design and implementation of statistical models (in financial and regulatory reporting)  

1)      Finding relevant datasets in the public domain

2)      Creation of mock data where public information is not available

3)      Building a test library of models from examples provided in a software package

4)      Development of statistical models (eg simple regression, logistic regression, discriminant analysis, etc) to quantify relationships between macroeconomic and relevant financial variables, eg GDP vs default rates, exchange rate vs cost of equipment, etc on that describes development and validation for each model, including details of tests conducted

6)      Systematic building of proprietary model library

7)      Not a must but good to develop an understanding of:

  • Regulatory reporting requirements for banks across geographies (Pakistan, UK, Europe, US) via Pillar 3 reports and submissions to the regulator (where available). This will include templates such as CAR of SBP, COREP, CCAR, etc.

Stress testing requirements of central banks.

Job Details

Industry:
Total Positions:
1 Post
Job Shift:
First Shift (Day)
Job Type:
Job Location:
Gender:
No Preference
Minimum Education:
M-Phill
Degree Title:
MSc (Probability Theory0
Career Level:
Entry Level
Minimum Experience:
Less than 1 Year
Apply Before:
Oct 27, 2019
Posting Date:
Sep 27, 2019
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SeidoHr

Consultants · 1-10 employees - Lahore