Consultant - Model Development/Validation - CCAR/DFAST/IFRS/CECL

3-6 years of experience in model development, in Risk and Marketing areas -

Model development or validation experience in regulatory risk, loss forecast (PD / LGD/ EAD), and stress testing models

Location - Bangalore (Exceptions on work location can be made for outstanding candidates)

-  Hands-on experience in utilizing SAS/Base, SAS/STAT, SAS/ETS to develop and deploy econometric and multivariate regression models; panel data regression; and stochastic modelling approaches

 - Advanced knowledge of SQL and SAS/Macros for large scale data preparation and manipulation

 - Exposure to accounting and regulatory concepts such as IFRS / Basel / CCAR / DFAST / CECL and model risk governance and management principles. Past IFRS experience is mandatory.

 - Excellent written communication skills, ability to summarize output and write model documentation to present complex analytical concepts

- Proficiency with Office applications including Excel/Excel VBA Macros

- Willing to work in flexible hours with virtual team across time zones

- Ability to translate business problems into analytical structures 

Preferred job location is Bangalore, India Responsibilities for this job will focus on the model development, validation, model implementation, and model monitoring.