Ccar- Model Development & Validation

Job Vision India
  • Mumbai
  • 10-15 lakh
  • 4-9 years
  • 149 Views
  • 12 Feb 2015
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  • R&D/ Research & Development

  • Banking - Retail
Job Description

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.

Qualifications:

- 3+ years of experience in modeling, loss forecasting model, stress model

- Experience in Time series modeling

- Masters in - Statistics / Adv Quant / Mathematics.


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