Experience Required:   - 8+ years of direct experience with model development and risk management in a Bank or Financial Services institution.   - Direct work experience in model development, model management, and/or model oversight in one or more of the following areas: prepayment, credit risk management, market/interest rate risk management, operational risk, economic capital estimation, ALM, and valuation.  - Stress testing modeling experience a huge plus  - Knowledgeable about model risk management and associated regulatory requirements such as OCC 2011-12, FRB SR 11-7 and Basel II & III.   - Strong awareness of BASEL, RWA and Capital Planning concepts, and the implication to the business and planning of these items  - Proven hands-on experience with modeling tools like SAS/R/SPSS etc.  - Prior experience working in a SOX reporting related environment is preferred. Should have strong experience in documenting model risk use and assumptions.   - Proven experience in developing models in a resource-constrained environment and maintaining adherence to deadline/time-line based activities.  - Academic orientation, research papers published in National & International Journals  - Team leading / handling experience required  - U.S Banking Modeling Experience  Roles & Responsibilities:  - Develop new PPNR/EC models to assist with Stress scenarios. Review and monitor existing models regularly.  - Participate in Review & Challenge discussions and demonstrate sound understanding of model risks and limitations. Refute/Assert findings and enhance model stability.  - Oversee/manage model documentation and governance to support the CCAR reporting function.  Generic Managerial Skills:  - Excellent inter and intra - department communication skills   - Working with quick turn-around deadlines maintaining acceptable quality of model output  Education:  - Ph.D./Master’s degree in econometrics or statistics or related field. Industry certifications a plus (e.g., CFA, FRM).

Pune

GM - Basel Analytics 

GM - Basel Analytics  ,Job Description for GM - Basel Analytics  in TCS in  Pune for (8-15) years of experience. Apply Now!

Job Description for GM - Basel Analytics  in TCS in  Pune for (8-15) years of experience. Apply Now!