CCAR - Model Development & Validation - Bank

Job Vision India
  • Mumbai
  • 10-15 lakh
  • 3-8 years
  • 276 Views
  • 30 Jun 2015
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  • Business Analytics

  • Banking - Retail
Job Description

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

Qualifications:

- 2+ years of Finance / Business / Statistical experience

- Experience in Time series modeling

- Masters in - Statistics / Adv Quant / Mathematics.


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