Hope you are doing well.
Please let me know your interest and availability for below project.
*Title: CCAR Technical Writer-2 positions*
*Duration: 6 months*
*Location: Dorchester, MA*
Requires in-person either in Edison, NJ OR Dorchester, MA
Rate is competitive
* Write document that concisely describe the methodology and justify the
choice of methodology.
* Assess limitations of CCAR models: their underlying models, model
assumptions, forecast performance, and data quality
* Develop, validate, and recalibrate CCAR models to assess the accuracy and
uncertainty of CCAR models, which include RWA (VaR, stress VaR, SSFA
(simplified supervisory formula approach), losses (credit, market,
counter-party default, and operation)
* Writing documentation
* Developing CCAR models, especially PPNR, market and credit losses, and
* Excellent understanding of risk measurement frameworks across risk types
(market, credit, concentration, illiquidity and operation) and RWA (VaR,
Stress VaR and IRC)
Thanks and regards,
Dimension Consulting, Inc
44121 Harry Byrd Hwy | Suite 235 | Ashburn, VA 20147
Tel: *703-445-7407* | Fax: 703.935.4327 |
*prabha...@dimcon.com* <prabha...@dimcon.com> | *www.dimcon.com*
Gtalk: *prabhakar.itstaff...@gmail.com* <prabhakar.itstaff...@gmail.com>
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