CCAR Stress Resting Modeling Role - SAS

We have a fresh opening for PAN INDIA Location.

The role involves validation of CCAR Stress Testing models as part of the wider model risk management framework. It requires excellent understanding of CCAR models.

Key Responsibility:

- Actively engage in review of model performance and applicability as well as the validation and review of model challenges

- Must have-SAS/Excel

- Independently review and challenge methodologies in the space of CCAR and stress testing models

- Engage with Model developers, model owners and wider model risk stakeholders to communicate the findings

- Create draft and final validation reports