• CCAR Risk Analytics Role - BFS Jobs in Bangalore,India - 25323434

  • Apidel
  • Save Job
  • 8 - 12 Years
  • Posted : above 1 month

Job Description:

Location Bangalore

Duration Full Time

Experience 8 to 12 years

Roles and Responsibility

- Obtain/implement model from model development to production environment, and obtain updated data from countries/regions and/or Risk Architecture to run primary & benchmark CCAR models

- Document all production related activities around production/model implementation/performance tracking

- Run quarterly model prediction performance back-testing and sensitivity analysis against accuracy and other required model performance triggers for production models

- When performance shifts are observed, perform diagnostic analytics around drivers on the models

- Document & review base and stress CCAR model performance with assigned countries & regions quarterly and assist countries and regions in their use of the CCAR/DFAST models in business activities such as loss forecasting/benchmarking their loss forecasts and assessing the risk of various lending segments (ie, Risk Appetite)

- Review model performance and drivers of any gaps or deterioration in model performance with MRM, IRMO, and regional and country risk managers

- Perform full, formal annual model review to follow MRMs guidance and standards

Qualifications

- Advanced Degree (Masters required, PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, or other highly technical quantitative discipline

- 5+ years experience in developing or tracking quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling of consumer credit risk

- Expertise in successfully executing either the model development or model performance tracking components of an analytical, econometric modeling-driven stress loss process

- Expertise in running model implementation and model tracking processes across consumer products and/or business lines - international a plus

- Demonstrated ability to lead and coordinate with analytic vendor/supplier/consulting

- Expertise in delivering technical presentations to countries, regions, internal modeling oversight functions, external regulators (eg, FRB, OCC, FDIC), and internal audit functions

- Strong capabilities in communicating technical information verbally and in writing to both technical and non-technical audiences

Candidates who have performed comparable functions to those listed above for significant, complex financial institutions at a consulting company, vendor, or service provider would be strongly considered as well

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 06th Jun 2020

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