Risk Modeling

We are looking for candidates having experience in-

1. Build international primary CCAR stress loss models (e.g., Interthix, account-level PD models)

2. Build international benchmark stress loss models (e.g. segmented econometric models)

3.Having strong experience in Scoring model development, loss forecasting, segmentation, basel validation, strategy analytics, risk strategy.

4. Candidates with Risk model development & validation background preferred.

5. Tools exposure: SAS or any other programming language

Please send your resumes or can reach out at 080-3928 1694