Senior AI Risk Consultant

Have minimum Bachelor's degree in discipline like Mathematics, Informatics, Physics, Statistics, Quantitative Finance from an university of repute

Have excellent English communication skills (written & spoken). Good level of the other foreign language e.g. German, Italian, Russian, French, Spanish would be an asset

Have 4+ years of overall experience within industry or consulting (preferred) with an international exposure in Banking or Insurance

Are experienced in one or more of the following areas:

data mining, data modeling, statistical analysis, predictive modeling, insight generation

development and validation of various categories of risk models including credit, market, operational etc.; quantification and validation of Basel parameters, i.e. PDs, LGDs and EADs; VaR and exposure modeling, stress testing, capital & liquidity modeling, counterparty risk

Development of fraud models or AML models

Have deep knowledge of at least one of the following tools: SAS, Python, SQL, Matlab. Knowledge of Hadoop, AWS, GCP, Azure, Spark, Palantir, Snowflake and other data management or data processing tools will be an asset

Are able to derive insights from large amounts of data from diverse sources

Possess strong aptitude, ability, motivation and interest in placing quantitative analysis in the context of risk and business economics

Understand various statistical techniques like regression including logistic and OLS, Monte Carlo simulation, random forests, classification methods, neural networks.

Are experienced in planning and executing quantitative analytical projects

Possesses excellent communication (written and oral) skills and excellent presentation skills

Comfortable function in a broadly positioned and highly diverse consulting firm

Are excellent team worker with ability to work in distributed delivery environment