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Posted 3 months ago

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CCAR Business Analyst

Santa ClaraOn-siteFull-time

AI Summary

The CCAR Business Analyst leads statistical and econometric modeling for credit risk, CCAR/DFAST stress testing, and model validation across retail and wholesale banking products, while managing related projects.

About this role

CCAR Business Analyst

E*Pro Consulting service offerings include contingent Staff Augmentation of IT professionals, Permanent Recruiting and Temp-to-Hire. In addition, our industry expertise and knowledge within financial services, Insurance, Telecom, Manufacturing, Technology, Media and Entertainment, Pharmaceutical, Health Care and service industries ensures our services are customized to meet specific needs. For more details please visit our website www.epro-tech.com.

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


Additional Information



Skills

BaselCCaRCredit Risk ModelingDFASTEconometric ModelingEconomic CapitalModel ValidationPD EAD LGDScorecard DevelopmentStatistical Modeling

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