*Send me profiles : arj...@usmsystems.com <arj...@usmsystems.com>*
*ROLE* : Data Modeler *SKILLS* : Quantitative Modeling, Stress Testing / Validation of Models (involved in CCAR Audits),FRB SR 11-7 *LOCATION* : NYC *DURATION* : 6+months *(No development required but development experience is useful)* Job Description : *40 - 50 Hours per week* -*Quantitative Modeling* -*Stress Testing / Validation of Models (involved in CCAR Audits*) -Mathematical / Statistical experience and/or Education -*No development required but development experience is useful* -*Recent experience with FRB SR 11-7* Assessment of model risk, model development and model validation in compliance with Model Risk Management Policy and Standards. Assessment of risk & decision modeling, statistical analysis, financial simulation and optimization. The aforementioned assessments will also be performed according to the requirements of FRB SR 11-7. Additionally, assessment of back-testing and sensitivity analysis approaches, for typical CCAR models including PPNR, RC, RWA, PD, LGD, and other stress test models is required. Review and opine on validation performed on full scale analysis of regression models, as well as variable selection criteria, different regression tests, analytics on the data, as well as stress testing and sensitivity analysis on forecasts. Knowledge of FRB SR 11-7 and model development for balance sheet projection models, credit loss projection models. NO DEVELOPMENT REQUIRED for this position. Occasional travel to Pittsburgh to confer with colleagues required *Thanks & Regards* *ARJUN * 14175 Sullyfield Circle, Suite # 400,Chantilly, VA 20151, U.S.A Email: *arj...@usmsystems.com <arj...@usmsystems.com>* , Phone: *703**-* *436**-**2067* Skype: *arjunk_usm* Linkedin : in.linkedin.com/pub/kanakoti-arjun/2a/2b6/230 ISO 9001 ,ISO 20000, CMMI Level 3 Certified Company Ranked No.7 in the Washington DC area-*Washington Business Journal, 2013;* Smart CEO Award Winner By SMART CEO Magazine, Baltimore, U.S.A; *Inc5000* *Recognized Fastest growing private company in U.S.A. **www.usmsystems.com* <http://www.usmsystems.com/> *, * -- You received this message because you are subscribed to the Google Groups "Citrix and Sap problems" group. To unsubscribe from this group and stop receiving emails from it, send an email to citrix-and-sap-problems+unsubscr...@googlegroups.com. To post to this group, send email to citrix-and-sap-problems@googlegroups.com. Visit this group at https://groups.google.com/group/citrix-and-sap-problems. For more options, visit https://groups.google.com/d/optout.
