CCAR Modeler - PPNR/IFRS9/SAS

Preferred Immediate joiners / up to 1 month Notice Period.

We Are Looking Out For A Modeling Professional For Consulting client - Banking domain -for Gurgaon role/Pan India.

Virtual Interviews And Joining Will Be Happening.

Job Description:

Education: MSC/MA in Stat/Eco/Maths are required

Skill Set Required :

- CCAR Modeling

- PD/EAD/LGD Models/Score card development/Scoring

- IFRS9/PPNR Models

- Credit risk modeling /CCAR/DFAST

- Stress Testing/Stress Scenario

- SAS is must

Experience- 4 years - 8 years ( IIT/MSE/Calcutta University/DSE/Delhi school of Economics/Madras School of Economics/IGIDR/Delhi University/MA Eco from Gokhale Institute. etc.

Deepti Malik