Assistant Vice President - Credit Risk CCAR PPNR Model Development - Investment Bank

We have a job opportunity for Credit Risk CCAR PPNR Model Development role in the Leading Investment Bank.

Location : Mumbai/ Bangalore

Note : Credit Risk CCAR PPNR Model Development experience Only

Job Description :

- Experience in developing CCAR PPNR Models

- Extensive knowledge and modeling experience in at least one area : PPNR, Credit, Market, ALM principles and relevant inter-dependencies

- Familiarity with time-series, account level, and panel data analysis as well as linear and non-linear generalized linear mixed models

- Understanding of linear and non-linear interdependence between risk factors such as variance-covariance or copulas

- Knowledge of key distributions and their implementation in various analysis contexts

- Proficiency in at least one programming language such as SAS, R, and MATLAB

- Strong written and verbal presentation and communication skills

If you find job opportunity is suitable for you then please revert with your updated resume along with below mentioned details :

Current CTC :
Expected CTC :
Notice Period :
Direct Reportees or IC role :
Reporting to (Only Designation) :

Priya
Senior Recruiter
Mobile No.: +91-7410044843