28/11 Priya
HR Consultant at Credence HR Services

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Associate/AVP/VP - Credit Risk CCAR Model Development - Investment Bank (3-16 yrs)

Bangalore/Mumbai Job Code: 770088

Job opportunity for Credit Risk CCAR Model Development role in the Leading Investment Bank.

Location - Mumbai/ Bangalore


- Credit Risk CCAR Model Development experience Only

Job Description : 

- Experience in developing CCAR Models

- Exposure to various CCAR modeling approaches at the segment or account level preferred

- Experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST)

- Perform all required tests (e.g. sensitivity and back-testing)

SAS programming experience; well versed in SAS/Base, SAS/STAT, SAS/Macro, and data-mining procedures. SAS Certification preferred.

- Experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata.

- Experience with programming languages such as PYTHON and R.

- A Master's or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology..

- Experience in developing, implementing and testing loan-level loss forecasting models and credit risk models within financial institutions.

- Proficiency in MS Office product suite (Excel, Word, and PowerPoint).

- Well-developed oral and written communication skills.

- Ability to make contributions to the group's knowledge base by proposing new and creative ways for approaching analytic problems and project design.

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) -

Senior Recruiter
Mobile No.: +91-7410044843

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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