Vice President - CCAR Modelling - Banking Captive

Description

Develop credit scorecard models and segmentations

Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)

Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents) of ongoing and new projects

Understand modeling procedures, credit policies and deliver technical/regulatory documentation for internal/external reviews

Role involves strong programming (SAS, R, Matlab etc) and quantitative analytics (regression, time series, linear/nonlinear optimization, etc.) skill

Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

Qualifications:

Advanced Degree (Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance

MBA s should apply only if they are interested in career in specialized quantitative risk management discipline