• Senior Vice President - CCAR/PPNR Modelling - Bank Jobs in Mumbai,India

  • Crescendo Global
  • Save Job
  • 10 - 15 Years
  • Posted : above 1 month

Job Description:

Looking for a Skilled Modeler to be a part of Banks PPNR team, the incumbent will be responsible for end-to-end responsibility of PPNR models (Statistical & Functional), sharing periodic updates to Senior Governance Group, presenting models to Federal Reserve / OCC / FDIC / Model Risk Management and align PPNR models



A leading, global firm with a distinguished clientele providing extensive financial and asset management services


- Building core risk models for scratch using a variety of Statistical Tools and Techniques like SAS

- Building models for regulatory requirements under CCAR/DFAST; econometric model development

- Extensive tactical data analysis and model development for client engagements using a variety of programming languages

- Building core statistical models in the wholesale banking/ investment banking domain for in house large capabilities

- Manage the Segmentation, Risk Identification, overlay discussions with Businesses and Finance teams

- Manage FRY14 Regulatory reporting / Recovery & Resolution planning and present the findings to senior Finance leadership before submission to Regulators

- Serving as subject matter authority on financial and statistical markets model development and validation expertise

- Working as an individual contributor in developing models

- Holding 10+ relevant years of experience in building model with in banking domain

- Masters in a quantitative field such as statistics, economic or maths from Tier1/2 colleges

- Worked on techniques like linear, nonlinear stats modelling, time series, forecasting

- Have managed a large team of minimum 15-20 statisticians / econometricians in previous role

- Experience in CCAR Modeling / Reporting to OCC, FRB and FDIC

- Experience in developing econometric and Panel regression models

- Extensive hands-on experience in programming and modeling using SAS

- Programming experience in Python or SAS

- Good with stress testing regulatory requirement

- Strong management skills, project management experience, able to explain technical ideas to non-technical audience

- Able to work on unstructured problem solving skills


- Liaise extensively with stakeholders

- An opportunity to work with a blue- chip firm in a high visibility role as a part of the deposits analytics team

- A meritocratic culture with great career progression


Contact me on 8264413515 for a confidential discussion on the role

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 11th Jan 2020

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