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30/07 Alisha Kansra
Senior Consultant at GI Group

Views:762 Applications:288 Rec. Actions:Recruiter Actions:146

Credit Risk/Model Development Role - SAS - BFSI (1-9 yrs)

Mumbai Job Code: 837344

- Obtain/implement model from model development to the 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)

Requirements :

- Advanced Degree (Masters required, Ph.D. preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, or another highly technical quantitative discipline years- experience in developing or tracking quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling of consumer credit risk

- Expertise in successfully executing either the model development or model performance tracking components of an analytical, econometric modeling-driven stress loss process

- Expertise in running model implementation and model tracking processes across consumer products and/or business lines - international a plus

- Demonstrated ability to lead and coordinate with analytic vendor/supplier/consulting

- Expertise in delivering technical presentations to countries, regions, internal modeling oversight functions, external regulators (e.g., FRB, OCC, FDIC), and internal audit functions

- Strong capabilities in communicating technical information verbally and in writing to both technical and non-technical audiences

- Candidates who have performed comparable functions to those listed above for significant, complex financial institutions at a consulting company, vendor, or service provider would be strongly considered as well

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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