CCAR - Model Development & Validation - Bank

We have an opening in a leading MNC Bank

We are looking for one who will be:

- Responsible for developing, validating, and maintaining CCAR Stress Test Models for mortgage, credit card and personal loan portfolio.

- Develop model validation reports and review these reports for all models- CCAr, Stress model.

- Provide support to Model validation to check the accuracy of Stress Test Models.

Qualifications:

- 3+ years of experience in modeling, loss forecasting model, stress model

- Experience in Time series modeling

- Masters in - Statistics / Adv Quant / Mathematics.