| Quant Modeler// 7+// NYC at NYC, New York, USA |
| Email: [email protected] |
| Quant Modeler NYC, NY Onsite Rate: $60/hr 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. Project management experience 6. 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. Deepshikha Recruiter| Glorio Group Phone: +1 (530) 628-2059 || Ext:106 Email: [email protected] -- Keywords: rlang information technology New York Quant Modeler// 7+// NYC [email protected] |
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| Mon Aug 19 23:15:00 UTC 2024 |