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24/09 Shruti Gupta
Associate Consultant at Careernet Consulting

Views:21258 Applications:442 Rec. Actions:Recruiter Actions:387

CCAR Modeling - SAS/R/Matlab - Analytics - BFSI (3-9 yrs)

Mumbai/Bangalore/Chennai/Pune Job Code: 260390

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

Job Role:

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

Skills Required

- Experience in SAS/R/MATLAB - for modelling risk

- Strong understanding of statistical concepts/econometrics/time series modelling

- Deep understanding of risk concepts and regulations

Shruti Gupta

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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