Capital Analysis & Review Role - BFSI

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