CCAR - Secured/Unsecured Modelling

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CCAR - Secured/Unsecured Modelling-17024975
  • Develop credit scorecard models and segmentations
  • Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)
  • Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents) of ongoing and new projects
  • Understand modeling procedures, credit policies and deliver technical/regulatory documentation for internal/external reviews
  • Role involves strong programming (SAS, R, Matlab, etc.) and quantitative analytics (regression, time series, linear/nonlinear optimization etc.) skill
  • Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

  • Advanced degree (Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance
  • MBA s should apply only if they are interested in career in specialized quantitative risk management discipline

12 February 2019
Location: India Marche Mumbai
Work type:
Full time
Banking and Financial Services
PLEASE! No enquiries from Recruitment Agencies or Headhunters.

Only direct applications will be considered.

This career opportunity is no longer open.
Please search for current vacancies here.

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