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05/12 Anju
Associate Consultant at CareerNet Consulting

Views:4024 Applications:170 Rec. Actions:Recruiter Actions:131

CCAR Modeling Role - BFSI (2-6 yrs)

Bangalore Job Code: 772320

Roles and Responsibilities include :

- Develop a suite of CCAR & PPNR models and support in regulatory Stress Test submission for a range of portfolios. the models should be built in adherence to the existing modelling standards.

- Ensure appropriate governance is followed during model development and fully comply with external regulation and internal governance processes.

- Completely understand the impact of the models on the Deposit balances, Revenues and has the ability to explain them to business stakeholders.

- Development of Code blocks and toolkits to support/ improve model development process.

- Action oriented and on time reporting & analysis to explain significant changes and proactively look to stay tuned to portfolio specific nuances.

- Stay on top of changing regulatory needs, reporting standards and understand their impact on the models.

- Actively manage teams workload ensuring that prioritization of activities is established with stakeholders.

- Coaching and technical support to junior team members on a need basis.

Skills/Experience Required :

- Masters or Ph. D in Economics, Statistics, Engineering, MBA or equivalent.

- Relevant experience in analytics specifically in the fields such as Credit Risk Modeling, Stress Testing, CCAR/ PPNR, Loss Forecasting, Reserving, IFRS 9, CECL etc. for a Banking organization.

- Strong understanding of consumer products such as Deposits, Savings, CRE, Derivative instruments etc.

- Strong track record of delivering on high value / critical projects

- Excellent quantitative aptitude and hands-on proficiency with analytical tools such as SAS, R.

- Effective communication, inter-personal and experience at stakeholder management with ability to build.

- Strong relationships with internal and external stakeholders.

Women-friendly workplace:

Maternity and Paternity Benefits

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