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25/01 Meryl
Consultant at Black Turtle

Views:761 Applications:223 Rec. Actions:Recruiter Actions:39

Associate/Senior Associate - Statistical Modeling - Financial Firm (3-11 yrs)

Mumbai Job Code: 885194

- Develops statistical analysis to measure and model behavior of complex assets and liabilities.

- Take ownership of model development of one or more elements on the balance sheet

- Residential Loans, GNMA Pool Buyouts, Commercial Loans & Leases, Servicing, Deposit Models.

- Balance sheet gap & duration calculation.

- Supports the Asset Liability Management (ALM) team with cash flow and valuation under various scenarios.

- Measure the dynamics of balance sheet behavior to changing macro-economic conditions.

- Leverage macro-economic fundamentals to explain behavior under changing economic conditions for the purpose of scenario analysis and stress testing.

- Document model inputs/outputs for the purpose of audit and review.

- Develop streamlined model performance and tracking reports.

- Liaison with management and financial risk analysts to deploy models within the construct of overall balance sheet risk management framework.

- Analyze hedge activity, interest rate risk inherent in financial instruments managed at the bank, develop risk metrics to accurately measure and assist in engineering hedge programs.

- Leverage third party models where necessary to measure asset/liability behavior.

- Conduct strategic research and analysis for executive management by request.

- Conduct ad hoc research and reports for the Valuation & Analytics teams.

- Develop strategies to maintain data integrity and business workflow efficiency within the banks departments. Provide recommendations for continuous improvement of the department's reports, processes, policies and procedures.

Women-friendly workplace:

Maternity and Paternity Benefits

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