. Development and maintenance of stress testing frameworks for Basel capital and Economic Capital requirements. Ongoing tracking of performance of Basel II risk models and variance analysis of Basel II risk capital levels
. Development and maintenance of Basel II credit risk models (PD, EAD and LGD)
. Ongoing maintenance and enhancements to the overall AXP Economic Capital framework
. Ongoing maintenance and reporting of Economic Capital
This role may be subject to additional background verification checks.
. Minimum 1 years of previous model development experience; Knowledge of Basel II requirements is a plus
. Strong analytical and data analysis (SAS, SQL) skills
. Graduate degree in statistics, econometrics, mathematics, or closely related fields.
. Good verbal, written and interpersonal communication skills
. Desire to innovate and work on challenging projects with a fun and cohesive team
Experience : 1+ yrs
Salary : Not specified
Job Location : Gurgaon
Qualification : Any Graduate
Company Name : American Express
Company Address : NA
Company Profile : American Express makes it easier, safer and more rewarding for consumers and businesses to purchase the things they need. The American Express cardand for merchants to sell their goods and services. An engine of commerce, American Express provides innovative payment, travel and expense management solutions for individuals and businesses of all sizes. Most of all, we help our customers realize their dreams and aspirations through industry-leading benefits, access to unique experiences, business-building insights, and global customer care. We enable our customers to do more and achieve more. At American Express.
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06-12-2016 , 07-12-2016