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Experience: 7-10 Years | Salary: 25,00,000-40,00,000 | Opening(s): 1 | Posted Date : 2023-02-01

Hiring For	One of the Leading MNC
Designation	AVP - CCAR Model Development
Job Description	Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes. This includes the calculation of Net Interest Income (“NII”), Non Interest Revenue (“NIR”), Interest Rate Exposure (“IRE”), Economic Value Sensitivity (“EVS”), and other associated interest rate risk metrics. Deep understanding of statistical techniques such as Panel Regression, Error Correction Models, Seemingly Unrelated regression and Cointegration. Steering stakeholder conversations with Businesses, Finance, Treasury and Risk to seek their sign-offs on Champion models. Manage the Segmentation, Risk Identification, overlay discussions with Businesses and Finance teams. Responsible for reviewing and timely submission of Model development documentation (MDDTs) for PPNR models to Model Risk Management. Align with Model Risk Management on modeling and validation practices and have periodic check-ins with them. Create a culture of accountability and strict quality control of the data integrity and modeling process Develop and maintain a comprehensive modeling system that maintains consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation. This is critical in reducing the model operating risk Ability to build key relationships with finance and business teams Must be able to present technical matters in a way that is meaningful to the audience Ability to influence people and empower team members to be proactive and focused on partnerships and results
Desired Profile	6-8 years of relevant statistical /econometrics experience in financial services Masters / PhD in quantitative discipline such as Statistics, Economics or related discipline Experience in CCAR Modeling to OCC, FRB and FDIC is preferred. Experience in developing econometric and Panel regression models. Extensive hands-on experience in programming and modeling using SAS. Excellent presentation skills; the ability to translate complex financial schedules into meaningful presentations is critical; demonstrated analytical skills including the ability to synthesize quantitative and qualitative data to draw conclusions and assist on decision making Ability to build key cross functional and cross business relationships Broad and deep understanding of accounting principles, investment, accrual products and corporate finance concepts Demonstrated leadership and team management skills and ability to managing multiple projects and deadlines
Industry	Banking
Functional Area	Banking
Skills	CCAR/Forecasting models/Regulatory models/Statistics
Education	Masters / PhD in quantitative discipline such as Statistics, Economics or related discipline
Location	Mumbai
Contact	HR
Call on	+91-120-358-0000
Email	jobs@globalhunt.in
Reference id	104268

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