Hi,
Please share suitable profile for below position at r...@transcend-staffing.com . *Role: Model Validation Analyst – SAS* *Location: San Francisco, CA* *Duration: Contract* *GC/Citizen* Phone and skype NOTES FROM OUR CALL TODAY… -*Wholesale model experience is ideal*, as opposed to retail models, someone who’s familiar with commercial real estate, and familiarity with what kinds of portfolios are in wholesale model -*Mostly CCAR models, stress testing important* from regulatory standpoint, and in term of models themselves -For background, most models work in *SAS and SQL*, so need strong knowledge there, knowledge of R would be helpful, then obviously Excel, -Needs to be very strong statistically, regression, linear logistic, transition matrix models, but that’s not something relevant this time around, and someone who knows the business behind it, *PD and LGD* stress testing models -WHOLESALE experience preferred, if not, retail models could work, but people who have retail need *CREDIT RISK MODELS*!!! - Would prefer technical/quantitative over the business side, but BOTH would be great! -Would like to get someone started ASAP, 3-4 months, most deadlines at end of the year Model Validation SAS, Credit Model Stress Testing Provide model validation using SAS of statistical models build for stress testing of lending portfolio. Validation is needed to ensure compliance with CCAR/DFAST stress testing requirements. Conduct statistical model validation using client-provided requirements, as well as self-generated validation scenarios, to determine compliance with regulatory requirements. Communicate validation findings and risks with relevant stakeholders. *The ideal candidate should have: - Strong knowledge of SAS - Model validation/development experience for DFAST/CCAR stress testing* Deliverables will include validation report, including details of tests/validation efforts, findings, and discussion points to review with model owners. This is a 4 month long contract, location downtown San Francisco. Thanks&Regards Ruby 201-450-9555 Extn: 101 Direct – 201-351-4552 Fax: 201-604-7840 r...@transcend-staffing.com Transcend Staffing Solutions LLC. [image: Description: Description: Description: Description: Description: Logo] *P** Please consider the environment before printing this e-mail* CONFIDENTIALITY NOTICE: This e-mail message, including any attachments, is for the sole use of the intended recipient(s) and may contain confidential and privileged information. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by reply e-mail and destroy all copies of the original message. -- You received this message because you are subscribed to the Google Groups "International SAP Projects" group. To unsubscribe from this group and stop receiving emails from it, send an email to international-sap-projects+unsubscr...@googlegroups.com. To post to this group, send email to international-sap-projects@googlegroups.com. Visit this group at https://groups.google.com/group/international-sap-projects. For more options, visit https://groups.google.com/d/optout.
