AD - PPNR Modeling Analyst - BFSI

Are you great at aiding in design, building, implementing, and supporting quantitative models? Do find interest in forecasting key Pre-provision Net Revenue components for internal forecasting, capital stress testing and CCAR exercises? We are looking for a PPNR Model Analyst to:

- Aid in design, building, implementation, and support of quantitative models to forecast all key Pre-provision Net Revenue components across the company for use in internal forecasting, capital stress testing and CCAR exercises

- Design models to fit business model and internal data and acquire required data

- Maintain a clear documentation trail of approach and process

- Ensure consistency across models employed for forecasting and stress testing

- Periodically perform quality and performance testing on models

- Remain abreast of modeling research and development

- Conduct econometric and statistical analysis of times series and panel data sets

- Generate data extracts and reports for use in statistical analysis.

Your expertise

You have:

- strong analytical skills and eagerness to challenge the status quo

- interest in statistical modelling and developing data-driven expertise

- basic understanding of business planning and stress testing

- Bachelor's degree in relevant subject area

- Computer proficiency required in Excel, R, SAS; experience with Bloomberg, KMV is helpful; will learn numerous applications specific to the department

- Effective writing and oral presentation skills

You are:

- highly reliable and trustworthy

- A team player with an intercultural mindset and strong communication skills

- Driven and excited by challenge - able to roll up your sleeves to get the job done

- Intellectually curious with attention to detail

- Having willingness & flexibility to work with virtual teams located in multiple geographies