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05/03 Swathi
Associate Consultant at CareerNet Technologies

Views:2566 Applications:78 Rec. Actions:Recruiter Actions:64

CCAR Model Development Role - BFS (4-11 yrs)

Bangalore Job Code: 805279

This role requires supporting onshore stress testing execution teams whose primary focus is to drive Stress Testing program to support Retail Credit business & Risk teams.

- Hands-on experience is required of all stages in model Execution/Implementation cycle and proven ability to identify data and functional requirements to develop, calibrate and critically review models.

- Strong knowledge of the documentation aspect of model development is key as the skills to present this information to peer review and independent review of model governance committees.

- Experience in developing Basel/Capital model on risk factors PD, LGD, EAD would be required with core focus on Retail business (Mortgages, Credit Cards and loans/advances), hands on experience in stress testing model development.

- Hands on experience in stress testing execution of wide range of secured and unsecured retail portfolios, understand the requirement of regulators such as PRA, EBA, HKMA, APRA, MAS, RBI, Bank of Nagara etc.

- Provide stress testing results for regulatory and business usage submission that include projections of NPL, EAD, Assets, Provisions, LIC, RWA etc.

- Keep track of evolving regulatory changes and incorporate these changes in the process to make the results in compliance with regulators expectations.

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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