CCAR/Model Development/Validation Role - BFSI/BPO

CCAR/Model Development/Validation

- Experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST)

- Experience with dynamics of unsecured products a strong plus

- Active role in performing some analytical components of an econometric modeling-driven stress loss process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, & model production implementation)

- Exposure to various CCAR modeling approaches at the segment or account level preferred

- Able to communicate technical information verbally and in writing to both technical and non-technical audiences

- Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint