Roles and Responsibility:
- 5+ yrs Experienced in CCAR/IFRS9 model development with programming in SAS, SQL & VBA
- With good communication and presentation skills
- Strong creative/innovative skills
- Excellent problem solving skills
Preference will be given to prior experience with Modeling background with Regulatory Capital Modeling like CCAR/BASEL/IFRS9
The basic responsibilities of the individuals will be:
1. Developing(Coding) end-to-end PD/EAD/LGD Models for CCAR/CECL
2. Gathering requirements, discussions with stakeholders
3. Presenting deliverables to senior stakeholders
SAS is mandatory tool. All others are good to have
Location: Gurgaon
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