Director at TalentCo Search Pvt Ltd
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AVP/Vice President - CCAR Model Development (7-15 yrs)
- Development of econometric forecasting models for all significant balance sheet assets and liabilities for capital and business planning purposes.
- 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 CCAR submissions.
- Create a culture of accountability and strict quality control of the data integrity and modeling process.
- 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.
Other requirements :
- 7-15 years of relevant finance/business/accounting/statistical experience in financial services
- MBA/Masters in Economics, Finance, Accounting or related discipline
- Expertise in Stochastic Modeling Approaches, Modern Risk Management Theory and Modern Financial Theory
- Experience developing econometric and multivariate regression models.
- Good understanding of Seemingly Unrelated regression, Panel Data regression and Fixed effect models
Those who are interested can connect at 9000567872
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