Phone than F2F Interview:SAS Model/Validation CCAR|NYC

Hello,

GREETINGS !!

This is Neha from Apetan consulting,

Please find the below job description and send me your update resume matching to it along with Contact details, Current location, Visa and Availability ASAP.

 

POSITION: SAS Model/Validation CCAR

 INTERVIEW: Phone than F2F Interview

LOCATION: NYC

DURATION:6 MONTHS+

START :ASAP

 

 

Job Overview:

 (6 positions)

 

Perform independent review of models. 

The audit consultant will review all aspects of model development, validation and implementation to verify that model documentation meets standards set forth by the bank's policies and key regulatory bodies           Model development/ Model Validation experience

 

•         Heavy quantitative skills

•         Proficiency in C++, SAS, LookAhead, etc.

•         Strong technical writing skills

•         Financial industry knowledge

•         Knowledge of CVA, Ops Risks, PPNR, Retail/Wholesale, Structured products models, capital planning, and RWA (Risk Weighted Assets)

•         Knowledge of key banking regulations

•         CCAR/DFAST, capital planning and internal audit

•         MBA/PHD equivalent

•         Related certifications (CQF, CFA, CRM) are a plus.

•         People management with proven track record taking responsibility on executing a portfolio of high quality deliverables within strict timeframes.

•         Effective negotiation skills, proactive no surprise approach in communicating issues.

•         Individual must be articulate, effective communication (both oral and written) with energetic approachable style

•         Strong interpersonal skills for interacting with all levels of senior mgt.

•         Prior experience in BIG 4 or auditing is preferable. Specifically, for model resources

•         Experience in model development, validation of Exposure at default (EAD), Probability default (PB), and/or Loss Give Default (LGD) for mortgages, cards, personal loans, and HELOCS.

•         Model experience using INTERPHINX is a plus;

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Neha Kumari | Technical Recruiter | Apetan Consulting LLC

Tel:201-620-9700* 106 | Fax: 201-526-6869 | 72 Van

Reipen Avenue # 255 Jersey City, NJ 07306 |

neha@apetan.com | www.apetan.com  |

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