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26/04 Deepti Malik
Practice Lead at Elixir Web Solutions

Views:228217 Applications:2348 Rec. Actions:Recruiter Actions:511

CCAR/DFAST Role - Banking (4-10 yrs)

Anywhere in India/Multiple Locations Job Code: 1085858

CCAR/DFAST Role - Banking

JOB DESCRIPTION :

Skills required : CCAR/DFAST

We are looking out for modelers who are ready to accept the challenges and have expertise on CCAR modeling along with Strong SAS Experience.

- WE ARE FOCUSING ON Virtual joinings and interviews

Education: MSC/M.tech/MA in Stat/Eco/Maths are required

1. CCAR 2019 pre-implementation- Reviewed segment level Balance allocation models for mortgage portfolio

2. CCAR 2019 post-implementation-Reviewed segment level LCE models during post-implementation for cards portfolio

3. CCAR 2020 pre-implementation-Reviewed loan level PD models for mortgage portfolio

- Validation of the models was done using traditional regression techniques as well as machine learning methodologies.

- Validation scorecard models where the model performance is judged based model strength, stability and accuracy.

- Validation strategy models where the model performance is judged based on unit bad rate, RAM metric and BCR.

- Pre-implementation validation of a fraud risk model which uses ANN technique to capture fraud anomalies in an online digital platform.

- CCAR PPNR Model Validations (Asset Finance Models, Securitized CMBS & CLO Models, Mortgage Servicing Model, IG & HY Bonds Secondary Trading Models etc.)

- CCAR Operational Risk Champion Model Periodic Review

- Treasury Funding Model Validation

Level - Manager & above

Location - Pan India

Work timings - 11-8 pm/ 12 noon - 9 pm.

- Credit risk modeling, Modeling, predictive analytics, logistic, regression, pd, ead, lgd models, validation and monitoring of modeling, CCAR, dfast, complex modeling experience is required.

Deepti Malik

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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