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24/11 Pragati K
Director at TalentCo Search Pvt Ltd

Views:3091 Applications:39 Rec. Actions:Recruiter Actions:36

AVP/VP - CCAR Model - BFS (7-15 yrs)

Mumbai Job Code: 637112

The leadership role will manage all CCAR initiatives and submissions through data capture, consolidation, transformation, reconciliation and analysis. The responsibilities include:

- 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 Comprehensive Capital Analysis & Review (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.

- Present stress test and other scenarios to corporate FP&A senior management

- Ability to influence people and empower team members to be proactive and focused on partnerships and results


- 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

- Extensive hands-on experience in programming and modeling using SAS

- Excellent presentation skills; the ability to translate complex financial schedules into meaningful presentations is critical; demonstrated analytical skills including the ability to synthesize quantitative and qualitative data to draw conclusions and assist on decision making

- Ability to build key cross functional and cross business relationships

- Demonstrated leadership and team management skills and ability to managing multiple projects and deadlines

- Experience in model validation, documentation and tracking

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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