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19/05 Prerna
Consultant at Elixir - Gi Group

Views:4158 Applications:13 Rec. Actions:Recruiter Actions:2

Vice President - CCAR Model Development - BFSI (10-15 yrs)

Mumbai Job Code: 452980

Designation: VP CCAR Model Development

Location: Mumbai Goregaon

Shift Time: 1pm to 10pm (dropping facility is available)

Experience: 10-15 years

CTC: 30-40 LPA

Job Description:

Develop credit scorecard models and segmentations

Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)

Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents) of ongoing and new projects

Understand modeling procedures, credit policies and deliver technical/regulatory documentation for internal/external reviews

Role involves strong programming (SAS, R, Matlab etc) and quantitative analytics (regression, time series, linear/nonlinear optimization, etc.) skill

Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

Qualifications

Advanced Degree (Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance

MBAs should apply only if they are interested in career in specialized quantitative risk management discipline

Prerna
8882414387

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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