Quantitative Data Model Developer

New York, US

Posted 2 months ago

Education: Masters or PHD in Mathematics, Statistics, Economics, Quantitative

Location: New York, NY

Duration: 6+ months (with possible extension)

Looking for candidates who can-do data modeling and validation with CCAR

Job Description:

  • Be expected to lead and manage independent validation reviews across a wide range of Scenario, Stress Testing, and CCAR models
  • The Comprehensive Capital Analysis Review (CCAR) Data model Validation experience is must
  • Develop stress loss models for operational risk models, including regulatory capital models and CCAR models.

Mandatory Skills:

  • Experience with CCAR
  • Data Modelling
  • Data Validation

Apply Now

A valid email address is required.
A valid phone number is required.