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08/07 Sweta Priya
Consultant at Confidential

Views:543 Applications:263 Rec. Actions:Recruiter Actions:94

Credit Risk Model Development Role - SAS - Banking (1-8 yrs)

Mumbai/Pune Job Code: 832471

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)

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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