Sr. CCAR Modeler

Dallas, TX 75039

Post Date: 12/18/2017 Job ID: 280945-1_1 Category: Credit Analytics Salary: Up to 115k
Smith Hanley Associates
Sr. CCAR Modeler
Location: Dallas, TX
Salary: Up to 115k and bonus eligible
Contact: Sean Murphy - smurphy@smithhanley.com

In this role you will assist the consumer bank to develop and maintain platforms to implement CCAR/DFAST stress testing and credit loss models. The models being implemented will be associated with the mortgage and home equity portfolios. The Sr. CCAR Modeler will be expected to maintain the existing model exaction platform (cash flow engine) in SAS and develop and new model exaction platform leveraging Python/SAS. The incumbent will partner with model developers to gather necessary requirements and to finalize the structure of inputs for the Cash Flow Engine. Other responsibilities will include delivering model documentation and reporting and to support model developers and implementation process with any and all necessary research.

Requirements for Sr. CCAR Modeler include:
- Master's Degree in a quantitative field (Statistics, Mathematics, Economics, Physics etc) PhD strongly preferred
- 4 or more years of experience in statistical, econometric modeling and loss forecasting
- Strong proficiency using Microsoft Office, SAS, SQL, Python is Required, any other programming languages are a plus
- Experience in CCAR/DFAST and regulatory stress testing required
- Experience in loss forecasting, credit risk, and mortgage/home equity portfolios is preferred
- Exposure to International portfolios is a big plus!

Sean Murphy
Executive Recruiter

Sean's recruiting knowledge, human resources expertise and quantitative insight are now being leveraged to identify qualified candidates for specific credit roles. Sean considers his communications skills, his sense of urgency and initiative as critical strengths for building solid relationships in this tight knit industry.
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