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Data Modeler || NYC, NY (Day 1 onsite) || Long Term Contract at Day, New York, USA
Email: [email protected]
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Job Title-

Data Modeler

Location:

NYC, NY (Day 1 onsite)

Type: : Long Term Contract

Job Description

We are looking to hire a seasoned risk modeler for development of CCAR PPNR models including interest, non-interest and income and expense models. Strong statistical background
along with experience in time series modeling is required.

1. 7-10 years experience in BFS analytics, with 5+ years experience in Risk and PPNR Modeling

2. Experience working on CCAR PPNR models is preferred.

3. 5+ years hands-on experience on model development and validation using various statistical techniques including time series approaches

4. Knowledge about the global regulatory landscape CCAR/DFAST, PPNR, IFRS9, CECL

5. Strong client management and communication/presentation skills written & verbal. Strong networking, negotiation and influencing skills.

6. Self-driven, proactive, can-do attitude. Ability to work under ambiguity and with minimal supervision.

7. Project management experience

8. Expertise in Python and/or R

Roles and Responsibilities

The selected candidates will work on developing PPNR models across banks portfolios for a leading US CCAR bank

They will be involved across all stages of model development including data preparation, development of component models,
developer testing of the models, and preparing comprehensive model documentation in compliance with regulatory and internal requirements. They would also need to provide required information in support of independent validation of the models

In addition to working on model development, the candidates would be required to present their analysis and model results
to senior stakeholders in the client organization.

Your sincerely
,

Ajay Sharma | Sr. Technical Recruiter.

Net
2Source Inc.

Fax: (201) 221-8131
| Email:

[email protected]

Global HQ Address: 270 Davidson Ave, Suite 704, Somerset, NJ 08873, USA

Web:

www.net2source.com

|

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Keywords: rlang information technology New Jersey New York
Data Modeler || NYC, NY (Day 1 onsite) || Long Term Contract
[email protected]
[email protected]
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Fri Aug 09 19:56:00 UTC 2024

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