06/12 Nivransh Gupta
Associate Consultant - Analytics & Digital at Crescendo Global

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AVP - CCAR/PPNR Modeling - Bank (8-11 yrs)

Mumbai Job Code: 641431

JOB TITLE: AVP-CCAR Modelling

An exciting leadership job opportunity with a Leading US banking Giant for a professional holding at least 8+years- experience in CCAR modelling and 5+ years in advanced analytics. Our esteemed client is looking for a smart professional with strong experience of banking domain(CCAR modelling). You will utilize your experience in CCAR modelling to drive and develop econometric forecasting models for daily balance sheet asset/liabilities. If this sounds exciting, apply with us!

LOCATION: MUMBAI

YOUR FUTURE EMPLOYER - 

A leading, global firm with a distinguished clientele providing extensive financial and asset management services.

RESPONSIBILITIES :

- Developing Econometric forecasting models including the calculation of Net Interest Income (- NII- ), which is also referred to as Net Interest Revenue (- NIR- ), Interest Rate Exposure (- IRE- ), Economic Value Sensitivity (- EVS- ), and other associated interest rate risk metrics.

- Coordinate COE FP&A activities for CCAR, including liaising with business units, risk and treasury

- Evaluate the impact on the product models of various scenarios used for Comprehensive Capital Analysis & Review (CCAR) submissions

- Develop and maintain a comprehensive modelling system that maintains consistent approach to data quality and modelling methods, audit, back test, tracking, annual validation.

REQUIREMENTS - 

- 10 years of relevant finance/business/accounting/statistical experience in financial services.

- MBA/Masters in Economics, Finance, Accounting or related discipline.

- Experience developing econometric and multivariate regression models. Good understanding of Seemingly Unrelated regression, Panel Data regression and Fixed effect models

- Extensive hands-on experience in programming and modelling using SAS

- Must be able to present technical matters in a way that is meaningful to the audience

- Extensive hands on CCAR modelling and balance sheet assets/Liabilities modelling.

WHAT- S IN IT FOR YOU:

- An opportunity to define, lead and coordinate the operations of the company.

- Liaise extensively with stakeholders

- An opportunity to work with a blue- chip firm in a high visibility role as a part of the FP&A team.

- A high-performance culture with phenomenal career progression.

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