Posted By
Posted in
Banking & Finance
Job Code
213381
- Develop new time series models. Review and monitor existing models regularly.
- Participate in Review and Challenge discussions and demonstrate sound understanding of model risks and limitations. Refute or Assert findings and enhance model stability.
- Oversee or manage model documentation and governance to support the CCAR reporting function.
- 5 years of direct experience with model development and risk management in a Bank or Financial Services institution preferred in the area of credit risk.
- Direct work experience in model development model management and or model oversight.
- Knowledge of ARIMA GARCH non parametric model techniques must
- Stress testing modeling experience a huge plus
- Knowledgeable about model risk management and associated regulatory requirements such as OCC 2011 or 12, FRB SR 11-7 and Basel II and III.
- Proven hands-on experience with modeling tools like SAS or R or SPSS etc.
- Prior experience working in a SOX reporting related environment is preferred.
- Should have strong experience in documenting model risk use and assumptions.
- Proven experience in developing models in a resource constrained environment and maintaining adherence to deadline timeline based activities.
Contact:
Landline : (91) 080-3928 1659
Mobile : (91) 99725 76203
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Posted By
Posted in
Banking & Finance
Job Code
213381