Risk Model, CCAR Model development with leading Banks
We are hiring for Risk Model / CCAR Model development with leading Banks
Location : Mumbai, Bangalore, Kolkata, Gurgaon (please specify your preferable location)
Designation : AM, Manager, AVP, VP and Sr. VP/Director
Experience :
- Developed Credit Risk Model (Application & Behavior) scorecards
- Basel Models (PD, EAD, and LGD) for Cards, Personal Loans, Mortgages
- Build international primary CCAR stress loss models (e.g., Interthix and account-level PD models)
- Build international benchmark CCAR stress loss models (e.g., segmented econometric models)
Qualification :
Advanced degree (Masters required, PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, or other highly technical quantitative discipline
Akshit
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