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Job Title : CCAR Business Analyst
Location : Santa Clara, CA
Job Type : Permanent Full Time
Description:
• Experience in Statistical and Econometric Modeling: CCAR, BASEL, Credit Risk and Economic Modeling in Banks
• CCAR/DFAST Stress Testing: Model Development
• Credit Risk Modeling: Application/Behaviour/Collection scorecard development across products like Credit Card, Mortgage loan, Auto loan
• Basel Modeling: PD/EAD/LGD estimation and modeling, Economic Capital Calculation, Pre-default paydown
• Model Validation: Model Validation for multiple scorecards across banking products in both Retail and Wholesale
• Project Management Experience