Evalueserve - Senior Analyst/Lead Analyst - PPNR/CCAR/DFAST (3-7 yrs)

What you will be doing at Evalueserve

- The candidate needs to have a good knowledge of statistical methods and tools including linear and logistic regression. Knowledge of machine learning and time series models will be an added advantage.

- Understanding of credit risk model constructs and different credit risk modeling frameworks.

- Experience of working with PPNR, stress testing, CCAR, DFAST and time-series models

- Understanding of the consumption layer of the curated data, ie. Model development for credit risk models, especially PPNR, Stress testing, and Scorecards

- Understanding of variables treatments, exclusions, transformations and data sources

- Ability to work directly with client with no handholding

- Model development/ Model Validation experience using SAS or Python

- Adhoc data analysis and queries to support questions and process migration

- Prototype source data migration in established processes and production codes

- Help build competencies and develop training programs in credit risk

- Excellent communication skills and team player here

Skill Set Required:

- Knowledge of Credit Risk Models - PPNR, Stress testing, CCAR, DFAST, Scorecards, PD, EAD, and LGD, CECL, IFRS 9, Basel II IRB approach for Credit Risk, Logistic and Linear Regression Models

- Strong experience in the credit risk model development from the scratch.

- Good knowledge of SAS or Python

- Experience working with multiple datasets, cleaning of data, and performing data analysis.

- Excellent verbal and written communication abilities

- Ability to articulate ideas and develop recommendations

- Experience in working as a part of bigger teams working towards a common goal

- Proficiency in developing and giving presentations

- Strong client presentation skills

- 4+ years of experience in Global Banks

- Strong analytical and interpersonal skills

Education & Experience:

Statisticians/ Econometricians/Engineers with finance background