Manager/Senior Manager - CCAR/Stress Testing - Investment Bank

We have an opening with a leading investment bank in their Risk team.

The role would involve :

- Perform CCAR Stress testing

- Develop complex program models to extract data from various sources to provide statistical and financial models

- Should run models, prepare summary result and presentation to present it to finance and business partners

- Forecast using complex and statistical models

- Should work through the model validation process

- Maintain process documentation, as required for internal governance or regulatory requirements

Keyskills required :

- Master's degree or equivalent in economics, finance or a related quantitative field

- Should have 5+ years of relevant work experience

- Experience on SAS and R, with a focus on Time series modeling and other econometric tools

- Should have strong analytical and problem solving skills