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22/06 Anju
Associate Consultant at CareerNet Consulting

Views:8360 Applications:541 Rec. Actions:Recruiter Actions:355

CCAR Modeling Role - BFSI (2-6 yrs)

Bangalore Job Code: 829490

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.

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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