Posted By
Nivransh Gupta
Associate Consultant - Analytics & Digital at Crescendo Global
Last Login: 12 December 2018
2527
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APPLICATIONS
9
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Posted in
Consulting
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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Posted By
Nivransh Gupta
Associate Consultant - Analytics & Digital at Crescendo Global
Last Login: 12 December 2018
2527
JOB VIEWS
32
APPLICATIONS
9
RECRUITER ACTIONS
Posted in
Consulting
Job Code
641431