- Statistical data processing (data mining)-Predictive modeling using machine learning and data science techniques-Trend modeling (time series, ARIMA models)- Development of simulation models (Monte Carlo)-Review and validation of rating and scoring, RAROC and risk parameter models- Mathematical support to the business: developing algorithms, statistics and probability models- R&D projects […]
- Should desirably have knowledge of modeling techniques (logit, GLM, time series, decision trees, random forests, clustering), statistical programming languages (SAS, R, Python, Matlab) and big data tools...