AVP/Manager - Analytics - CCAR - BFSI

Team Description:

- The team is responsible for developing sophisticated forecasting models used for business forecasting and as input to the annual regulatory forecasting (CCAR) process.

Core Responsibilities:

- Development of econometric forecasting models for all significant balance sheet assets and liabilities.

- Development, documentation and testing of product models needed as input to Financial Planning and Risk Management forecasts.

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

- Coordinate with local risk management to insure product models accurately reflect risk exposure

- Develop and maintain a comprehensive modeling system that maintains consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation. This is critical in reducing the model operating risk

Required Skills:

- 5+ years of relevant finance/business/accounting/statistical experience in financial services

- Expertise in Term Structure Analysis, Stochastic Modeling Approaches, Modern Risk Management Theory and Modern Financial Theory

- Experience developing econometric and multivariate regression models.

- Extensive hands-on experience in programming and modeling using SAS/SPSS/R

- Time Series modeling background & experience (ARIMA, ARMA)

- Conceptual knowledge of CCAR/Stress testing & Banking industry

Education:

- Advanced degree in quantitative related field - statistics, computer science, economics, Operations Research, finance or applied mathematics

For more details, please contact:
Nina Joy
080 39281680