Portfolio Risk - CCAR Stress Test Modeling Development Sr. Associate
On-site · Bengaluru, Karnataka, India
Job Summary
Design, develop, test, and validate statistical models for Cards Unsecured Lending portfolio risk forecast and model performance monitoring. Utilize graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate, discriminant, time series, panel data, and Survival Hazard Rate Models. Create repeatable procedures for model development, validation, and reporting; cleanse and verify data integrity; perform deep-dive analyses to address ad hoc inquiries. Requires MS/PhD in a quantitative field, 6+ years of experience, proficiency in R/Python/PySpark, SQL in DB2/Oracle/Teradata, and knowledge of regulatory modeling frameworks (IFRS9, CECL, CCAR). Strong communication, problem-solving, and ability to deliver under tight deadlines; cloud experience and familiarity with risk-modeling in CCAR/CECL contexts are valued.
Required Qualifications
- MS or PhD degree in a quantitative discipline
- 6+ years of hands-on work and research experience in statistical modeling and data mining
- Proficiency in R, Python, PySpark; ability to work in CLOUD environment
- Experience utilizing SQL in relational databases (e.g., DB2, Oracle, Teradata)
- Strong analytical and problem-solving, communication, and multi-tasking skills with ability to deliver under tight deadlines
- Knowledge of regulatory modeling (IFRS9, CECL, CCAR modeling framework) (preferred)
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