- Obtain/implement model from model development to production environment, and obtain updated data from countries/regions and/or Risk Architecture to run primary & benchmark CCAR models. Document all production related activities around production/model implementation/performance tracking - Run quarterly model prediction performance back-testing and sensitivity analysis against accuracy and other required model performance triggers for production models - When performance shifts are observed, perform diagnostic analytics around drivers on the models - Document & review base and stress CCAR model performance with assigned countries & regions quarterly and assist countries and regions in their use of the CCAR/DFAST models in business activities such as loss forecasting/benchmarking their loss forecasts and assessing the risk of various lending segments (i.e., Risk Appetite) - Review model performance and drivers of any gaps or deterioration in model performance with MRM, IRMO, and regional and country risk managers - Perform full, formal annual model review to follow MRM's guidance and standards.

Bangalore

Manager - CCAR - BFSI  

Manager - CCAR - BFSI   ,Job Description for Manager - CCAR - BFSI   in Apidel Technology in  Bangalore for (5-8) years of experience. Apply Now!

Job Description for Manager - CCAR - BFSI   in Apidel Technology in  Bangalore for (5-8) years of experience. Apply Now!