Loss Forecasting and Stress Testing Analytics Analyst II
NIRLON KNOWLEDGE PARK BLOCK B7, India
INR 500K-660K (estimate) Mid-level Full Time
Tasks
- Analyze model outputs versus portfolio trends
- Assess CECL impact on CCAR results
- Calculate loan loss reserve forecasts
- Conduct econometric analysis on macroeconomic impacts
- Drive process efficiency through automation
- Establish standardized business documentation
- Execute governance and documentation practices
- Perform information controls including version control
- Perform loss forecasting and stress testing
- Present findings to stakeholders and management
- Reconcile financial data from disparate sources
- Review and challenge existing models
Perks/Benefits
- N/A
Skills/Tech-stack
CCAR | CECL | Credit loss forecasting | DFAST | Data Analysis | Data Science | Econometrics | Empirical Forecasting | Loss forecasting | Machine Learning | Quantitative Risk Management | Quantitative risk | Risk Management | SAS | Stress Testing | VBA
Education
Bachelor of Science | Master of Arts | Master of Engineering | Master of Science
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