Associate Consultant at Careernet Consulting
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CCAR Modeling - SAS/R/Matlab - Analytics - BFSI (3-9 yrs)
Looking for Analytics Professionals with CCAR Modeling OR BASEL modeling OR Econometric Modeling OR Risk Analytics experience. SAS experience is must (1-9 yrs of experience)
Company : Leading BFSI Clients of Careernet.
Loaction : Mumbai, Chennai, Bangalore, Pune
The candidate will be working on risk modelling assignments including:
- Design, Development, Enhancement and Validation of Pre-provision Net Revenue (PPNR) models - Net Interest Income, Non-interest Income, Non-interest Expense, etc.
- Strengthening the PPNR framework under the US CCAR mandate
- Model governance and monitoring
- Enterprise risk/stress testing models - loss forecasting, econometric modelling
- Collaborating with Model Risk Management
Qualification : Master- s/Ph.D. degree in Math- s/Statistics/Econometrics/Economics/other quantitative disciplines with strong understanding of risk theories/concepts; FRM certification would be a plus
- Experience in SAS/R/MATLAB - for modelling risk
- Strong understanding of statistical concepts/econometrics/time series modelling
- Deep understanding of risk concepts and regulations
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