Data Analyst - CCAR Modeling - SAS - Analytics

CareerNet Technologies Pvt. Ltd.
  • Bangalore, Chennai, Mumbai, Pune
  • Confidential
  • 4-9 years
  • 08 Sep 2015

  • Business Analytics

  • Banking - Retail
Job Description

Looking for Analytics Professionals with CCAR Modeling OR BASEL modeling OR Econometric Modeling OR Risk Analytics experience. SAS experience is must (1-9 yrs of experience)

Job Role:

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

- 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- s/ 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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