Analyst/Assistant Manager - Credit Risk/CCAR Modeling - Banking

Job Description :

Roles and responsibilities will include :

- Involved in the development of suite of CCAR & PPNR models and support in regulatory Stress Test submission for a range of portfolios. the models should be built in adherence to the existing modelling standards

- Ensure appropriate governance is followed during model development and fully comply with external regulation and internal governance processes

- Development of Code blocks and toolkits to support/ improve model development process

- Action oriented and on time reporting & analysis to explain significant changes and proactively look to stay tuned to portfolio specific nuances

Skills/Experience Required

- Masters or Ph. D in Economics, Statistics, Engineering, MBA or equivalent

- Relevant experience in analytics specifically in the fields such as Credit Risk Modeling, Stress Testing, CCAR/ PPNR, Loss Forecasting, Reserving, IFRS 9, CECL etc. for a Banking organization

- Good understanding of consumer products such as Deposits, Savings, Wholesale lending/ CRE, Derivative instruments etc. preferred

- Strong track record of delivering on high value / critical projects

- Excellent quantitative aptitude and hands-on proficiency with analytical tools such as SAS, python

- Effective communication, inter-personal and experience at stakeholder management with ability to build strong relationships with internal and external stakeholders

- Strong analytical skills with an ability to grasp new concepts quickly