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28/05 HR
HR at Michael Page

Views:932 Applications:9 Rec. Actions:Recruiter Actions:0

VP - CCAR & DFast - Commercial Bank (7-10 yrs)

Mumbai Job Code: 222147

Discipline - Banking

Subsector - Analytics

Location - Mumbai

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

Job Description - As the Vice President, you would be responsible for Developing CCAR/DFast stress loss models for the entire retail portfolio (e.g., credit cards, charge cards, installment loans, check-driven lines of credit etc)

- Build international primary CCAR stress loss models

- Build international benchmark CCAR stress loss models (e.g. segmented econometric models)

- Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)

The Successful Candidate - As a successful applicant, you need to have:

- Advanced Degree (Bachelors required, Masters preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics

- 7-8 years experience in performing quantitative analysis, statistical modeling and loss forecasting

What's on Offer - The role gives the candidate a chance to work in the marketing analytics functions 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.

The Apply Button will redirect you to Michael Page's website. Please apply there as well.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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