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11/01 HR
Managing Director at Edge In Asia Recruitment Private Limited

Views:133 Applications:29 Rec. Actions:Recruiter Actions:7

Lead - Financial Modeling/CCAR - Bank (7-10 yrs)

Bangalore Job Code: 880637

Our client is one of the global international bank that has a presence across the globe and currently looking to expand the team of CCAR and PPNR model development in India and looking to hire a quantitative model development specialist.

Some of the key responsibilities will include:

- Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes.

- This includes the calculation of Net Interest Income (- NII- ), Non-Interest Revenue (- Non-NIR- ), Interest Rate Exposure (- IRE- ), Economic Value Sensitivity (- EVS- ), and other associated interest rate risk metrics.

- Steering stakeholder conversations with Businesses, Finance, Treasury and Risk to seek their signoffs on Champion models.

- Develop and maintain a comprehensive modeling system that maintains a consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation.

To be eligible for this role you will require:

- Masters / PhD in a quantitative discipline such as Statistics, Economics, Finance, or related discipline

- 7 -10 years of work experience in statistical/mathematical/econometric quantitative model development.

- Experience in developing econometric and Panel regression models.

- Strong Exposure in Financial Modeling.

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.

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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