Senior Analyst/Assistant Manager - PPNR Models/Revenue Forecasting - Wholesale/Retail Domain

PPNR Models, Revenue Forecasting-Senior Analyst/Assistant Manager

- Experience in PPNR models, revenue forecasting

- Minimum 2-3 years of experience of financial model validation/development experience in Risk Management in Wholesale/Retail domain or related areas

- Master's/Bachelor's degree in Mathematics/Statistics/Economics/Engineering/Computer Science/Management or any other quantitative fields of study

- Proficiency in SAS / R, Python MS Office tools like Excel & PowerPoint

- End to End PPNR and Business Finance Model validations

- Detailed Stakeholder management. Stakeholders include - Model Development team (FLoD), Senior Leaders (MDs), Regulators, etc.

- MRA resolutions exercises on Models and Portfolios - as mandated by Regulators

- Active Participation & Contributions in Multiple Model Validation forums.

- We are doing End to End PPNR model validations on - Balance Models (Loans, Deposits, Uncos), Interest Income models, Interest Expense models, Fees models, Customer rates models, EVE/EVS models (Economic value Sensitivity) models.

- We use multiple tools to do End to End Validations. Platforms of SAS, Python, R - along with in house platform also being used to Validate PPNR models.

- Candidate should have good understanding of Wholesale/Retail - AIRB/CCAR models as well as basic understanding of different wholesale portfolios such as Corporate, NBFI's, SME, MME and Large and global enterprises etc. or Retail Portfolios such as Cards, Mortgages, Payrolls, PILs, DDA Deposits, Time Deposits, etc. He/she should be able to validate models used for different regulatory perspective such as OCC/FRB, EBA Guidelines and PRA regulations.