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03/05 Sinjana Dutta Gupta
Senior Team Lead at Pylon Management Consulting

Views:4120 Applications:68 Rec. Actions:Recruiter Actions:30

Capital Analysis & Review Role - BFSI (10-13 yrs)

Mumbai Job Code: 693657

The responsibilities include:

- Development of econometric forecasting models for all significant balance sheet assets and liabilities for capital and business planning purposes. This includes the calculation of Net Interest Income ( NII ), which is also referred to as Net Interest Revenue (NIR ), Interest Rate Exposure (IRE ), Economic Value Sensitivity (EVS), and other associated interest rate risk metrics.

- 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 a consistent approach to data quality and modeling methods, audit, backtest, tracking, annual validation.

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

Requirements:

- 10 - 13 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

- Experience in model validation, documentation and tracking

- 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

- Must be able to present technical matters in a way that is meaningful to the audience

- Broad and deep understanding of accounting principles, investment, accrual products and corporate finance concepts

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

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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