Associate/Manager/Lead - CCAR Modeling - Big4

We have positions across levels for CCAR modellers with a Big 4 client. The role would involve

CCAR stress loss model development and would include.

- Build international primary CCAR stress loss models (PD models)

- Build international benchmark CCAR stress loss models including segmented econometric models

- Perform all required tests and measures of developed models using sensitivity, accuracy, volatility

- Recalibrate all models annually to incorporate latest data

- Deliver presentations to regulatory constituents on all CCAR models built

- Redevelop as model performance or aging triggers are tripped

All the roles are Mumbai based