AM/Manager/AVP/VP/SVP/Director - Risk Model/CCAR Model Development - Bank

Risk Model, CCAR Model development with leading Banks

We are hiring for Risk Model / CCAR Model development with leading Banks

Location : Mumbai, Bangalore, Kolkata, Gurgaon (please specify your preferable location)

Designation : AM, Manager, AVP, VP and Sr. VP/Director

Experience :

- Developed Credit Risk Model (Application & Behavior) scorecards

- Basel Models (PD, EAD, and LGD) for Cards, Personal Loans, Mortgages

- Build international primary CCAR stress loss models (e.g., Interthix and account-level PD models)

- Build international benchmark CCAR stress loss models (e.g., segmented econometric models)

Qualification :

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

Akshit