CCAR Modelling Role - Investment Banking

Currently we are hiring for Investment banking for the role of CCAR modelling based in Bangalore & KolkataLocation.

Experience : 2-8 years

Job Description:

- Thorough and deep analysis for modeling data, and preparation and documentation of data for model development

- Excellent technical skills: SAS, Python and R (R Studio)

- Strong quantitative and analytical skills; degree(s) in a quantitative discipline such as Computer Science, Mathematics or Engineering

Skills that will help you in the role:

- Domain expertise in Wholesale PD, LGD, EAD

- Domain expertise in Market Risk, VAR, stres testing

- Must have experience in CCAR modelling

Tanya Saxena
Associate Consultant