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| Job Location | Mumbai City |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | Internet / E-Commerce |
| Functional Area | Operations Management / Process Analysis |
| EmploymentType | Full-time |
CCAR/DFAST Role - BankingJOB DESCRIPTION :Skills required : CCAR/DFASTWe are looking out for modelers who are ready to accept the challenges and have expertise on CCAR modeling along with Strong SAS Experience. - WE ARE FOCUSING ON Virtual joinings and interviewsEducation: MSC/M.tech/MA in Stat/Eco/Maths are required1. CCAR 2019 pre-implementation- Reviewed segment level Balance allocation models for mortgage portfolio2. CCAR 2019 post-implementation-Reviewed segment level LCE models during post-implementation for cards portfolio3. CCAR 2020 pre-implementation-Reviewed loan level PD models for mortgage portfolio- Validation of the models was done using traditional regression techniques as well as machine learning methodologies.- Validation scorecard models where the model performance is judged based model strength, stability and accuracy.- Validation strategy models where the model performance is judged based on unit bad rate, RAM metric and BCR.- Pre-implementation validation of a fraud risk model which uses ANN technique to capture fraud anomalies in an online digital platform.- CCAR PPNR Model Validations (Asset Finance Models, Securitized CMBS & CLO Models, Mortgage Servicing Model, IG & HY Bonds Secondary Trading Models etc.)- CCAR Operational Risk Champion Model Periodic Review- Treasury Funding Model ValidationLevel - Manager & above Location - MumbaiWork timings - 11-8 pm/ 12 noon - 9 pm. - Credit risk modeling, Modeling, predictive analytics, logistic, regression, pd, ead, lgd models, validation and monitoring of modeling, CCAR, dfast, complex modeling experience is required. Deepti Malik,
Keyskills :
commercial modelsfixed income derivativesriskoperational riskfinancerisk modelingtradingramsascardslgdccarcreditmachine learningfraudcredit riskeadpredictive analyticsmortgage servicingclo