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Asst Manager/Manager-CCAR Model development

1.00 to 6.00 Years   Mumbai City   04 Mar, 2021
Gi Human Resource & Services Pvt Ltd
Job LocationMumbai City
EducationNot Mentioned
SalaryRs 8 - 18 Lakh/Yr
IndustryRecruitment Services
Functional AreaSales / BD
EmploymentTypeFull-time

Job Description

Greetings from ElixirWe have openings with one of our client in Bangalore/Mumbai location for CCAR Model development. Interested candidates can share your updated cv torashmi.m@elixir-consulting.comJob DescriptionDescription:

  • This Position is within Global Consumer Risk Management for CCAR/CECL/Decision Scores model development for the Unsecured portfolios. (e.g., credit cards, installment loans, ready credit etc.)
The responsibility includes but not limited to the following activities:
  • Obtain and conduct QA/QC on all data required for CCAR/CECL/Decision Scores model development
  • Develop segment and/or account level CCAR/CECL/Decision Scores models. Developing Underwriting, Line management, Account management, Collection and Recovery models.
  • Executing the above models in compliance with GCCFRP and in accordance with the Model Development Procedures within Risk
  • Validate/recalibrate all models annually to incorporate latest data. Redevelop as needed.
  • Perform all required tests (e.g. sensitivity and back-testing). Deliver comprehensive model documentation and perform implementation tests
  • Work closely with cross functional teams, including business stakeholders, model validation and governance teams, and model implementation team
  • Work closely with policy managers in establishing the swap set analysis and PnL optimization using the models.
  • Create story boards, presentations and project plans for discussions with senior management
  • Support the regulatory submissions on CCAR/CECL and work on adhoc requests from Business and Independent Risk
  • Prepare responses/presentations to regulatory agencies on all CCAR models built
  • Train and mentor junior modeler in developing innovative models in compliance with policies and procedures
Qualifications:
  • Advanced Degree (Masters required, PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline
  • 2+ years experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses
  • Experience with dynamics of unsecured products a strong plus
  • Expected to work with moderate supervision and guidance
  • Ability to work effectively in cross functional teams, including country/region s business stakeholders, model validation and governance teams, and model implementation team
  • Exposure to various stress loss modeling approaches at the segment or account level preferred
  • Able to communicate technical information verbally and in writing to both technical and non-technical audiences
Technical Skills:
  • Strong technical skills in modeling procedures is required (regression, time series, decision tree, linear/nonlinear optimization etc.)
  • Strong in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint
  • Basic programming skills in Python or R is required
  • Strong communication skills to present technical information verbally and in writing to both technical and non-technical audiences is required.
  • On-the-job Python coding experience is preferred.
  • Machine Learning knowledge is preferred
  • Big Data concepts understanding is preferred
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Keyskills :
project planscredit riskrisk managementtechnical skillswork effectivelyinstallment loansmodel validationaccount managementmusic makingregulatory agenciesmodel developmentline managementsenior managementcommercial modelscoding experienceoper

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