CCAR/PD/LGD/Stress Testing Modelling Role - SAS - Banking

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).