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28/01 Pragati K
Director at TalentCo Search Pvt Ltd

Views:2352 Applications:25 Rec. Actions:Recruiter Actions:21

AVP/Vice President - CCAR Model Development (7-15 yrs)

Mumbai Job Code: 658253

- 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

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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