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25/01 Meryl
Consultant at Black Turtle

Views:808 Applications:235 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.

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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