| Data Modeler--New York at York, New York, USA |
| Email: [email protected] |
| From: Abhishek Pathak, Stellar Consulting Solutions [email protected] Reply to: [email protected] Note: Please check with consultant the JD before sharing. 7-10 years experience in BFS analytics, with 5+ years experience in Risk and PPNR Modeling Job Description: Title: Data Modeler Location: New York (Day 1 Onsite) Duration: 6 months (Possible extension) Exp.:10+ years 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. Keywords: rlang Data Modeler--New York [email protected] |
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| Fri Aug 09 20:10:00 UTC 2024 |