Job Description CCAR Quantitative Modeler - Unsecured Products - C12 Description: - This position within Global Consumer Banking will develop CCAR/CECL models for unsecured portfolios (e.g., credit cards, installment loans, ready credit etc.) The responsibility includes but not limited to the following activities: - Obtain and conduct QA/QC on all data required for CCAR/CECL model development - Develop segment and/or account level CCAR/CECL stress loss models - Perform all required tests (e.g. sensitivity and back-testing) - Validate/recalibrate all models annually to incorporate the latest data. Redevelop as needed - Deliver comprehensive model documentation - Work closely with cross-functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team - Prepare responses/presentations to regulatory agencies on all CCAR/CECL models built Qualifications: - Advanced Degree (Masters required, PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or another highly quantitative discipline - 9+ years- experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses - Experience with dynamics of unsecured products a strong plus - Active role in performing some analytical components of an econometric modeling-driven stress loss process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, backtesting, out-of-time testing, model documentation, and model production implementation) - Exposure to various stress loss modeling approaches at the segment or account level preferred - Able to communicate technical information verbally and in writing to both technical and non-technical audiences - Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint - Mentor/manage 1 - 3 member team

Bangalore

CCAR Quantitative Modeler - Unsecured Products - Banking 

Job Description for CCAR Quantitative Modeler - Unsecured Products - Banking  in Peepal Consulting in  Bangalore for (9-12) years of experience. Apply Now!