Job ID: PCS-CRM
Salary / Rate: $DOE
Location: NJ / NY / Multiple Locations
Skills: SAS, SQL, Python, Regression, XML, R, Matlab, Advanced Excel
Job Description & Responsibilities:
- 2 to 4 years of Credit Risk Modeler experience.
- Domain knowledge of Credit and Market risk models specifically in Retail, Consumer, Auto and Wholesale portfolios is required.
- Develop SAS program and assist in the implementation of the Credit / Market Risk models
- Develop Credit or Market models including Risk Rating, Scorecard and CCAR Loss Estimation models that require strong understanding of PD / EAD / LGD, Stress Testing, Prepayment models.
- Model update and development activities for credit and market models including risk rating, scorecard and CCAR Loss Estimation models.
- Work on Credit or Market models for Retail, Consumer, Auto and Wholesale portfolios.
- Model documentation and Project management related work for the new model development and existing model calibration.
- Recalibration / implementation, job involved in the methodology documentation, code development and assistance with adhoc requests.
- Documentation writing, presentation development and advanced excel.
- Bachelor’s in Financial Management or closely related field.
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