This position within Global Consumer Banking will maintain and enhance current software platform named Cash Flow Engine and other technological platforms used by CCAR/DFAST, CECL stress loss-forecasting team for model development, monitoring and production process for secured portfolios (e.g., Home Equity, Mortgage etc.). The responsibility includes but not limited to the following activities : - Maintain current software platform named Cash Flow Engine and other technological platforms used by stress loss-forecasting team for model development, monitoring and production process - Enhance current software platform as per request raised by model development and other teams - Develop from scratch new software and technological platforms to deliver similar and enhance functionalities - Support Migration of existing codes to new big data platform - Maintain inventory of codes and access controls as per control process - Improve code management, request management and access control processes - Improve code run time and standard report generation process - Produce on-demand runs to support analytical requests from peer groups and model sponsors - Work closely with all modeling functions as the codes developed by this team will be used by all others - Support extensive user acceptance and implementation testing of the code - Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for modeling process - Deliver comprehensive write-up of software platform development and maintenance process - Understand model variables and economic forecasts - Work closely with cross functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team - Maintain and improve automation solutions - Ensure timely completion of governance controls Education : - Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc. - MBA s should apply only if they are interested in career in specialized quantitative risk management discipline. Skill Sets : - Strong programming skills in SAS are required - Basic programming skills in Python and R - SAS programming experience - Experience of working in SAS for a financial institution. - Expected to work with moderate supervision and guidance - Understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc.) would be desirable. - Experience in developing end-to-end automation of modeling processes - Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences - Work as an individual contributor

Bangalore

Assistant Vice President - CCAR Modelling - BFS 

Assistant Vice President - CCAR Modelling - BFS  ,Job Description for Assistant Vice President - CCAR Modelling - BFS  in Pylon Mangement Consulting in  Bangalore for (8-10) years of experience. Apply Now!

Job Description for Assistant Vice President - CCAR Modelling - BFS  in Pylon Mangement Consulting in  Bangalore for (8-10) years of experience. Apply Now!