Senior Associate - Portfolio Risk - CCAR Stress Test Modeling Development
On-siteBengaluru, Karnataka, India
Job Summary
Design, develop, test, and validate statistical models for the Cards Unsecured Lending portfolio risk forecast and performance monitoring. Perform data extraction, sampling, and statistical analyses using logistic regression, time series, and survival hazard rate models. Efficiently design programs to streamline repeatable procedures for model development, validation, and reporting while processing and verifying data integrity. Conduct deep dive analysis to address ad hoc inquiries and support regulatory exam efforts. Requires an MS or PhD in a quantitative discipline with six years of advanced analytical experience in R, Python, and cloud environments.
Required Qualifications
- MS or PhD degree in a quantitative discipline
- Minimum 6 years of hands-on work and research experience of advanced analytical skills in the areas of statistical modeling and data mining
- Proficiency in advanced analytical languages such as R, Python, PySpark, & ability to work in CLOUD environment
- Experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata
- Strong analytical and problem solving skills
- Communication skills
- Multi-tasking skills with demonstrated ability to manage expectations and deliver results under tight deadlines
Desired Qualifications
- Knowledge of regulatory modeling (IFRS9, CECL, CCAR modeling framework)
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