This is regarding a Job Opportunity with a multinational banking group.
Please find below an excerpt from the Job Description. Let me know if you would be interested.
Roles and Responsibility:
- Obtain/implement model from model development to production environment, and obtain updated data from countries/regions and/or Risk Architecture to run primary & benchmark CCAR models. Document all production related activities around production/model implementation/performance tracking.
- Run quarterly model prediction performance back-testing and sensitivity analysis against accuracy and other required model performance triggers for production models
- When performance shifts are observed, perform diagnostic analytics around drivers on the models
- Document & review base and stress CCAR model performance with assigned countries & regions quarterly and assist countries and regions in their use of the CCAR/DFAST models in business activities such as loss forecasting/benchmarking their loss forecasts and assessing the risk of various lending segments (i.e., Risk Appetite)
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