Log In

Don't have an account? Sign up now

Lost Password?

Sign Up

Fresher

Pylon Management Consulting Private Limited is Looking for Opportunity in Credit Risk modelling Full Time

Job Description

    Description:

    • This position within Personal Banking and Wealth Management will develop CCAR/CECL models for secured and unsecured portfolios (e.g., credit cards, installment loans, mortgage etc.)

    Looking for Credit Risk analytics professionals with the below expertise –

    • Develop segment and/or account level CCAR/CECL stress loss models
    • Perform all required tests (e.g. sensitivity and back-testing)
    • Validate/recalibrate all models annually to incorporate latest data. Redevelop as needed
    • Prepare responses/presentations to regulatory agencies on all CCAR/CECL models built

    Qualifications:

    • Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline
    • 7+ years experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses
    • Experience with dynamics of unsecured or secured products a strong plus
    • Active role in performing some analytical components of an econometric modeling-driven stress loss process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, and model production implementation)
    • Exposure to various stress loss modeling approaches at the segment or account level preferred
    • Able to communicate technical information verbally and in writing to both technical and non-technical audiences
    • Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint
    • Mentor/manage 1 3 member team

Job Overview

  • Date Posted:
  • Location:
  • Job Title: Pylon Management Consulting Private Limited is Looking for Opportunity in Credit Risk modelling
    • Apply for job

    Apply For This Job

    • Send Application
    • Apply with Resume
    Upload your CV/resume or any other relevant file. Max. file size: 64 MB.

    You can apply to this job and others using your online resume. Click the link below to submit your online resume and email your application to this employer.