CCAR Business Analyst

E*Pro Inc; Santa Clara (CA); On-site; USD 90,000 - 130,000; Full time

Job summary

A consulting firm is looking for a CCAR Business Analyst in Santa Clara, California. This permanent, full-time role involves working on statistical and econometric modeling for credit risk, including CCAR stress testing and model validation across banking products. Ideal candidates will have experience in developing scorecards and applying Basel modeling techniques.

Qualifications

• Experience in Statistical and Econometric Modeling related to CCAR and Credit Risk.
• Proficiency in stress testing and model development in the banking sector.
• Experience with Basel modeling and scorecard development.

Skills

Statistical Modeling

Econometric Modeling

Credit Risk

Model Development

Model Validation

Job description

E*Pro Consulting offers contingent Staff Augmentation of IT professionals, Permanent Recruiting, and Temp-to-Hire services, with industry expertise in financial services, Insurance, Telecom, Manufacturing, Technology, Media and Entertainment, Pharmaceutical, Health Care, and service industries.

Job Description

Job Title: CCAR Business Analyst

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