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17/11 Deepti Malik
Practice Lead at Elixir Web Solutions

Views:227665 Applications:2278 Rec. Actions:Recruiter Actions:499

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

Mumbai Job Code: 865041

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 - Mumbai

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

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Women-friendly workplace:

Maternity and Paternity Benefits

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