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26/11 Rafikh
Assistant Manager at 2COMS

Views:1165 Applications:43 Rec. Actions:Recruiter Actions:23

Consultant - Model Development/Validation - CCAR/DFAST/IFRS/CECL (3-6 yrs)

Bangalore Job Code: 768814

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. 

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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