Consultant - CCAR/PPNR Modeling - BFSI

PPNR Modeling - Consultant

- Consultant, PPNR modeling team, is a key member of the Model Strategy & Data Analytics Leadership Team Responsible for acting as an individual contributor in the development and maintenance of high quality risk analytics for PPNR modelling and stress tests.

- Resolves complex issues in PPNR modeling and measuring risk, enhancement in PPNR methodologies or other aspects of risk measurement. While the main focus is on analytics for projecting Non Interest Income, Expense, Deposit, balance sheet and net income components, projects in credit risk / operational risk analytics may be in scope.

Qualification :

Candidate from Tier 1/ Tier 2 institure is preferred.

- Ph.D.or Master in Statistics/ Economics/Mathematics/advanced degree in quant area OR B.tech. From tier 1 college with MBA in related field

Skills Required :

- Strong CCAR and DFAST, FRY-14A, SR-11/7 understanding. Strong regulatory understanding

- Minimum 3-5 years of hands on PPNR model building experience

- Strong conceptual and technical knowledge of risk concepts and quantitative modeling techniques including familiarity with statistical concepts used in stress testing Strong in quantitative skills - experience in model validation a plus

- Experience in R, SAS, Matlab, advanced Excel techniques and VBA programming. SAS is preferred

- Strong Experience in building linear regression models, Nonlinear regression, time series modeling (ARIMA, AR, VAR, MA ) and stochastic process