Vice President - CCAR Model Development - Bank

Industry - Banking

Skills - statistical modeling, CCAR

Job Type - Permanent

Description - Opportunity to Design models for advanced scorecard development and support all CCAR initiatives and submissions through data capture, consolidation, transformation, reconciliation and analysis.

Client Details

Our clients is one of the largest global Banks with demonstrated strengths across Corporate Banking, Consumer Banking and Investment Banking. They are looking for an VP- CCAR Model Development responsible for designing modules for advanced scorecard development and analytical tools.

Job Description

While leading the CCAR Loss Forecasting Team you will be responsible for:

- Developing PD/EAD/LGD stress testing models for annual DFAST/CCAR exercise

- Managing modeling efforts to construct high-level driver based tool for scenario analysis and used for Comprehensive Capital Analysis & Review (CCAR) submissions

- Performing all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility), delivering comprehensive model documentation, Validating and Recalibrating models on periodic basis

- Leading the CCAR modeling group based out of Mumbai

- Presenting technical matters in a way that is meaningful to the audience

Profile

As a successful candidate, you need to have:

- Bachelor's degree in a quantitative discipline: Mathematics, Economics, Operations Research, Statistics

- 10+ years of experience in development of CCAR/scoring models as per business requirement

- Management and validation experience of CCAR and scoring models across portfolios

- Ability to apply credit and risk principles toward business objectives

- Strong programming skills in advanced SAS and SQL in mainframe, UNIX and PC environments

- Strong influencing, negotiating, and facilitation skills

- Exposure to and understanding of Comprehensive Capital Analysis and Review ("CCAR") and Dodd-Frank Act Stress Testing ("DFAST") processes

Job Offer

The role gives the candidate a chance to work for one of the largest credit card issuer in the world. The individual would form part of the Leadership team and responsible for contributing towards the vision of the organization.

Page Group India is acting as an Employment Agency in relation to this vacancy.

Contact - Anjali Midha

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