CCAR - Secured/Unsecured Modelling

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CCAR - Secured/Unsecured Modelling-17024975
Description
 
  • 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

Qualifications
 
  • 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
Sector:
Banking and Financial Services
Profession:
Other
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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