Quant Modeler- Fifth Avenue, New York(Onsite) at York, New York, USA |
Email: [email protected] |
Hello Friends, I Hope you are doing well. This is Surya from Humac Inc. , Please check the following job description, and if you are interested, or know someone who might be interested, please share your updated resume to reach you. Role: Quant Modeler Location: Fifth Avenue, New York(Onsite) Client: Genpact 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 -- Best Regards, Sai Surya Teja US IT Recruiter Humac Inc. P: (623)-748-4074 E: [email protected] | W: www.humacinc.com LinkedIn: linkedin.com/in/sai-surya-1b22a721b Phoenix, AZ 85027 Keywords: rlang information technology Arizona Quant Modeler- Fifth Avenue, New York(Onsite) [email protected] |
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Wed Aug 21 18:44:00 UTC 2024 |