Manager - PPNR Model Developer - BFS

Our client is the world's largest and only truly global wealth manager. They operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management, and the Investment Bank.

They are looking to hire candidates with 6+yrs of experience in Model Development.

Roles and Responsibilities :

- Responsible for developing, maintaining, and expanding existing 'Pre-Provision Net Revenue' (PPNR) models.

- Challenge existing models and model assumptions and implement model improvements.

- Perform statistical and economical assessments of model quality and mitigate potential shortcomings.

- Responsible for maintenance of model documentations

To Qualify for the role :

- Master's/bachelor's degree in a quantitative discipline, such as Statistics, Mathematics, Quantitative Finance or Applied Economics and related fields.

- Two to four years of experience in one of the following areas: development of statistical models, analyses, and reports; model validation; data science; business planning; consulting; strategy; asset management.

- Experience with PPNR modelling or CCAR is a plus.

- An excellent knowledge of statistical programming and coding in R or Python