VP- CCAR Validation  We have a job opportunity with one of leading BFSI client.  Role   - Be expected to lead and manage independent validation reviews across a wide range of Scenario, Stress Testing and CCAR models used throughout the bank, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review, choice of modelling approach, the underlying assumptions and associated limitations, performance and optimal use of the model, etc.  - Review, verify and validate risk models for theoretical soundness, testing design and identification of model weaknesses, ensuring ongoing monitoring, as well as contribute in the firm-wide model risk and control assessment.  - Be expected to demonstrate independence in planning and stakeholder engagement, testing design and execution, results interpretation and presentation, and the production of documentation strong enough to evidence a sound challenge to both internal and external parties.   - Create model risk reports, including authoring and presentation of validation reports for the attention of senior management, supervisory authorities, and model stakeholders.  - Represent the bank in interaction with Regulators, as required  - We are looking for candidates with experience into model development or model validation.  - Extensive experience in financial modelling and/or model validation, with a specific focus on Scenarios/Stress-Testing/CCAR models.   - Hands-on experience of risk and capital modeling, derivatives pricing and broader financial modeling is desirable, but regardless of experience all candidates should be able to demonstrate an understanding of capital modeling, financial and derivative products and mathematics.

Mumbai

Vice President - CCAR Model Validation - BFSI 

Vice President - CCAR Model Validation - BFSI  ,Job Description for Vice President - CCAR Model Validation - BFSI  in Black Turtle in  Mumbai for (9-15) years of experience. Apply Now!

Job Description for Vice President - CCAR Model Validation - BFSI  in Black Turtle in  Mumbai for (9-15) years of experience. Apply Now!