AVP - Time Series Modeling - CCAR - BFSI

Job Description:

- Looking for candidates having 7-10 years of relevant experience in Time Series/ Forecasting/ ARIMA/ ARIMAX, SAS and CCAR - BFSI domain for Mumbai Location.

Key Responsibilities:

- Development of econometric forecasting models for all significant balance sheet assets and liabilities.

- Development, documentation and testing of product models needed as input to Financial Planning and Risk Management forecasts.

- Evaluate the impact on the product models of various scenarios used for Comprehensive Capital Analysis & Review (CCAR) submissions

- Coordinate with specific front-line business FP&A teams to drive Planning/CCAR process for Consumer, ICG and O&T businesses.

- Coordinate with local risk management to insure product models accurately reflect risk exposure

- 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

Required Skills:

- 7-10 years of experience in Time series, SAS and CCAR in BFSI Domain

Qualification:

- Graduation / Masters