We are looking for one who will be:
- Responsible for enhancing, updating, and maintaining CCAR Stress Test Models for mortgage, credit card and personal loan portfolio.
- Developed Macro models that would forecast quarterly loss based on macroeconomic and internal Variables.
- Provide support to Model validation to check the accuracy of Stress Test Models.
- Present stress test and other scenarios to corporate FP&A senior management
- 2+ years of Finance / Business / Statistical experience
- Experience in Time series modeling
- Masters in - Statistics / Adv Quant / Mathematics.