AVP/Vice President - CCAR Model Development

- 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.

Qualifications :

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