Upgrade to Pro Member
HR at Virtuo Services
Views:296 Applications:160 Rec. Actions:Recruiter Actions:73
CCAR/PD/LGD/Stress Testing Modelling Role - SAS - Banking (2-12 yrs)
Opportunity with the World's leading Banking client for Bangalore/Mumbai location.
JD :
- Experience in Credit Risk Modelling.
- Experience in any of CCAR/PPNR//IFRS/CECL/PD/EAD/LGD model development within Banking/Financial Services/Analytics Industry.
- Experience in loss forecasting/stress testing/model monitoring/Model development.
- Proficient in Basic SAS, SQL
- Excellent knowledge and understanding of a variety of model development and validation testing techniques covering risk models, including but not limited to linear regression models, logistic regression, generalized additive models, decision and regression trees, information gain and related segmentation statistical tools.
- Previous familiarity with models such as default, delinquency, loss severity modeling, PD, LGD, interest rate models etc. is preferred.
- Deep understanding of financial products, risk management, Basel/CCAR/ICAAP/CECL regulatory requirements.
- Strong communication skills both verbal and written.
- Graduate degree (Master's Required, preferable Ph.D.) in a highly quantitative field (e.g. Physics, Mathematics, Statistics, Finance, Economics or Engineering).
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
2-Step Verification - Action Required
We've updated our security procedures!
Your privacy and security are important to us. We've recently updated our security measures to make iimjobs.com safer and more secure for you. This change requires you to reset your password.
Please reset your password using the link sent to your email. If you did not receive any email, please check your spam folder..
