• Assistant Vice President - CCAR Modelling - BFS Jobs in Bangalore,India - 25309511

  • Pylon Mangement Consulting
  • Save Job
  • 8 - 10 Years
  • Posted : above 1 month

Job Description:

This position within Global Consumer Banking will maintain and enhance current software platform named Cash Flow Engine and other technological platforms used by CCAR/DFAST, CECL stress loss-forecasting team for model development, monitoring and production process for secured portfolios (eg, Home Equity, Mortgage etc) The responsibility includes but not limited to the following activities

- Maintain current software platform named Cash Flow Engine and other technological platforms used by stress loss-forecasting team for model development, monitoring and production process

- Enhance current software platform as per request raised by model development and other teams

- Develop from scratch new software and technological platforms to deliver similar and enhance functionalities

- Support Migration of existing codes to new big data platform

- Maintain inventory of codes and access controls as per control process

- Improve code management, request management and access control processes

- Improve code run time and standard report generation process

- Produce on-demand runs to support analytical requests from peer groups and model sponsors

- Work closely with all modeling functions as the codes developed by this team will be used by all others

- Support extensive user acceptance and implementation testing of the code

- Conduct QA/QC on all steps (eg, macro-economy series, model output, etc) required for modeling process

- Deliver comprehensive write-up of software platform development and maintenance process

- Understand model variables and economic forecasts

- Work closely with cross functional teams, including country/regions business stakeholders, model validation and governance teams, and model implementation team

- Maintain and improve automation solutions

- Ensure timely completion of governance controls

Education

- Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc

- MBA s should apply only if they are interested in career in specialized quantitative risk management discipline

Skill Sets

- Strong programming skills in SAS are required

- Basic programming skills in Python and R

- SAS programming experience

- Experience of working in SAS for a financial institution

- Expected to work with moderate supervision and guidance

- Understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc) would be desirable

- Experience in developing end-to-end automation of modeling processes

- Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

- Work as an individual contributor

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 03rd Jun 2020

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