E*Pro Inc
CCAR Business Analyst Job at E*Pro Inc in Santa Clara
E*Pro Inc, Santa Clara, CA, United States
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 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