AVP - CCAR Model Development

- 5+ years- statistical modeling experience in the financial services industry; Basel Capital and/or Federal Reserve Comprehensive Capital Analysis and Review (CCAR) a plus.

- 5+ years- SAS programming experience; well versed in SAS/Base, SAS/STAT, SAS/Macro, and data-mining procedures. SAS Certification preferred.

- Experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata.

- Experience with machine-learning techniques and big data environments.

- Experience with programming languages such as PYTHON and R.

- A Master's or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology.

- Experience in developing, implementing and testing loan-level loss forecasting models and credit risk models within financial institutions.

- Ability to deliver high-quality results under tight deadlines and be comfortable with the manipulation, analysis, and summarization of large quantities of data.

- Proficiency in MS Office product suite (Excel, Word, and PowerPoint).

- Well-developed oral and written communication skills.

- Ability to make contributions to the group's knowledge base by proposing new and creative ways for approaching analytic problems and project design.

Applications with relevant experience would be validated.

Tejaswini
Credence HR Services
Recruitment Consultant
Cell- 7410033323