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CCAR - Unsecured Modelling


Source:
TIMESJOBS.COM
Location:
Mumbai, MH
Date:
08-11-2016
Job Code:
58226472
Categories:
  • Banking & Finance
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Job Details

Develop credit scorecard models and segmentationsPerform 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 projectsUnderstand modeling procedures, credit policies and deliver technical/regulatory documentation for internal/external reviewsRole involves strong programming (SAS, R, Matlab etc.) and quantitative analytics (regression, time series, linear/nonlinear optimization etc.) skillsGood communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences
Degree: Ph.D. (Doctorate)

Additional Degree: BA (Arts) | B.Com. (Commerce) | B.Pharm. (Pharmacy) | B.Plan. (Planning) | B.Sc. (Science) | BBA/ BBM/ BBS | BCA (Computer Application) | Diploma-Other Diploma | B.Ed. (Education) | BHM (Hotel Management)

Experience: 3-5

Requirements

Application Programming | Database Administration (DBA) | Quality Assurance/Testing
Applying for this job will take you to an external site

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