We have an opening in a leading MNC Bank
We are looking for one who will be:
- Responsible for developing, validating, and maintaining CCAR Stress Test Models for mortgage, credit card and personal loan portfolio.
- Develop model validation reports and review these reports for all models- CCAr, Stress model.
- Provide support to Model validation to check the accuracy of Stress Test Models.
- 3+ years of experience in modeling, loss forecasting model, stress model
- Experience in Time series modeling
- Masters in - Statistics / Adv Quant / Mathematics.