SAS & Model Development Role - CCAR - Financial Firm

SAS + Model Development (CCAR) | SAS + credit risk knowledge (PD/EAD/LGD) model validation if not development

Job Description :

- Regulatory Reporting background (CCAR/CECL/IFRS9)

- CCAR/CECL Production

- SAS Mandatory/(Python /R with strong model development experience)

- Banking knowledge

Details of open positions:

- Implementation testing and Monitoring

- Production runs of Unsecured models

- Regulatory/Credit Risk model monitoring(CCAR/CECL/IFRS9) is good to have regulatory model monitoring or Risk model monitoring

- PD or LGD model

- Model Implementation