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  • 2 - 6 Years
  • Posted : above 1 month

Job Description:

Roles and Responsibilities include

- Develop a suite of CCAR & PPNR models and support in regulatory Stress Test submission for a range of portfolios the models should be built in adherence to the existing modelling standards

- Ensure appropriate governance is followed during model development and fully comply with external regulation and internal governance processes

- Completely understand the impact of the models on the Deposit balances, Revenues and has the ability to explain them to business stakeholders

- Development of Code blocks and toolkits to support/ improve model development process

- Action oriented and on time reporting & analysis to explain significant changes and proactively look to stay tuned to portfolio specific nuances

- Stay on top of changing regulatory needs, reporting standards and understand their impact on the models

- Actively manage teams workload ensuring that prioritization of activities is established with stakeholders

- Coaching and technical support to junior team members on a need basis

Skills/Experience Required

- Masters or Ph D in Economics, Statistics, Engineering, MBA or equivalent

- Relevant experience in analytics specifically in the fields such as Credit Risk Modeling, Stress Testing, CCAR/ PPNR, Loss Forecasting, Reserving, IFRS 9, CECL etc for a Banking organization

- Strong understanding of consumer products such as Deposits, Savings, CRE, Derivative instruments etc

- Strong track record of delivering on high value / critical projects

- Excellent quantitative aptitude and hands-on proficiency with analytical tools such as SAS, R

- Effective communication, inter-personal and experience at stakeholder management with ability to build

- Strong relationships with internal and external stakeholders

Profile Summary:

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

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