Want to be a part of American Express team which forecast credit loss under different macroeconomic condition? Do you have hands on experience with statistical software (SAS, R) and manipulating large data sets? If yes, have a look at the details below.
Designation – Manager – CCAR Loss Modeling
Location – Gurgaon
About employer – American Express
This position will be responsible for the development of AMEX CCAR models – which forecast credit loss under different macroeconomic conditions. The successful candidate will be in partnership with various cross-functional teams including Finance, Corporate planning, Treasury and Model Validation and provide modeling support and expertise for capital and stress-testing models. The candidate is expected to leverage industry and internal best practices to develop loss-forecast models under various stress scenarios across customer segments and portfolios.
Qualification and Skills Required:
- Advanced degree in quantitative field required
- Strong analytical and problem solving skills and a tremendous will to win
- At least 4-5 years of experience in statistical/macro-econometric modeling
- Strong knowledge of econometrics, statistics, data mining and research methods
- Experience with statistical software (SAS, R) and manipulating large data sets is extremely critical
- Excellent verbal, written, and interpersonal communications skills
Interested candidates can apply at this PAGE.