Business Analyst - Risk Modelling - PPNR - CCAR - SAS

CareerNet Technologies Pvt. Ltd.
  • Bangalore, Chennai, Mumbai, Pune
  • Confidential
  • 2-7 years
  • 303 Views
  • 10 Sep 2015
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  • Business Analytics

  • KPO/ Analytics
Job Description

Work in the quantitative modelling team
The candidate will be working on risk modelling assignments including -
Design, Development, Enhancement and Validation of Pre-provision Net Revenue (PPNR) models - Net Interest Income, Non-interest Income, Non-interest Expense, etc.
Strengthening the PPNR framework under the US CCAR mandate
Working to overcome data sterility, and testing alternative approaches and challenger models
Model governance and monitoring
Enterprise risk/stress testing models - loss forecasting, econometric modelling
Collaborating with Model Risk Management

Qualification

- Master- s/Ph.D. degree in Math- Science/ Statistics/ Econometrics/ Economics/ other quantitative disciplines with strong understanding of risk theories /concepts; FRM certification would be a plus

Skills Required

- Experience in SAS / R / MATLAB for modelling risk
- Strong understanding of statistical concepts/ econometrics/ time series modelling
- Deep understanding of risk concepts and regulations


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