Model Development Role - FRM Team - Big4

Hiring for one of the Big 4 Organization for FRM Team - Model Development

Job Description :

- Model development of one or more of CCAR/DFAST/ IFRS 9 modelling and PPNR including Stress Testing, Balance Sheet forecasting, Deposit Modelling/PD/EAD/LGD, Loss Forecasting, Underwriting scorecard, Credit Scoring and other behavioral models)

- Advanced statistical and quantitative modeling skills (linear regression, logistic regression, ARIMA modeling, Markov Chain, Merton Model, CHAID and other data mining/predictive modeling skills)

- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation and its fit-for-purpose, designing to evaluate the model's predictive power and its robustness uncertainty through the development and use of alternative benchmark models

Job Location: Bangalore