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CCAR - Unsecured Modelling


Source:
TIMESJOBS.COM
Location:
Mumbai, MH
Date:
19-11-2016
Job Code:
58328672
Categories:
  • Banking & Finance
Applying for this job will take you to an external site
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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) skillGood communication skill to communicate technical information verbally and in writing to both technical and non-technical audiencesQualificationsAdvanced Degree (Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance should apply only if they are interested in career in specialized quantitative risk management discipline
Degree: MCA/ PGDCA | ME/ M.Tech./ MS (Engg/ Sciences)

Additional Degree: BE/ B.Tech (Engineering)

Experience: 3-5

Requirements

ERP/CRM | Network Administration | Quality Assurance/Testing | Software Engineer
Applying for this job will take you to an external site

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