CCAR Modeler - BFSI

- Develop new time series models. Review and monitor existing models regularly.

- Participate in Review and Challenge discussions and demonstrate sound understanding of model risks and limitations. Refute or Assert findings and enhance model stability.

- Oversee or manage model documentation and governance to support the CCAR reporting function.

- 5 years of direct experience with model development and risk management in a Bank or Financial Services institution preferred in the area of credit risk.

- Direct work experience in model development model management and or model oversight.

- Knowledge of ARIMA GARCH non parametric model techniques must

- Stress testing modeling experience a huge plus

- Knowledgeable about model risk management and associated regulatory requirements such as OCC 2011 or 12, FRB SR 11-7 and Basel II and III.

- Proven hands-on experience with modeling tools like SAS or R or SPSS etc.

- Prior experience working in a SOX reporting related environment is preferred.

- Should have strong experience in documenting model risk use and assumptions.

- Proven experience in developing models in a resource constrained environment and maintaining adherence to deadline timeline based activities.

Contact:
Landline : (91) 080-3928 1659
Mobile : (91) 99725 76203