11/06 Sahil Bajaj
Assosiate Consultant - Finance & Accounts at Crescendo Global

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Senior Vice President - CCAR/PPNR Modelling - Bank (10-15 yrs)

Mumbai Job Code: 707543

Looking for a Skilled Modeler to be a part of Bank's PPNR team, the incumbent will be responsible for end-to-end responsibility of PPNR models (Statistical & Functional), sharing periodic updates to Senior Governance Group, presenting models to Federal Reserve / OCC / FDIC / Model Risk Management and align PPNR models.

LOCATION : Mumbai

YOUR EMPLOYER :

A leading, global firm with a distinguished clientele providing extensive financial and asset management services.

RESPONSIBILITIES :

- Building core risk models for scratch using a variety of Statistical Tools and Techniques like SAS

- Building models for regulatory requirements under CCAR/DFAST; econometric model development

- Extensive tactical data analysis and model development for client engagements using a variety of programming languages

- Building core statistical models in the wholesale banking/ investment banking domain for in house large capabilities

- Manage the Segmentation, Risk Identification, overlay discussions with Businesses and Finance teams.

- Manage FRY14 Regulatory reporting / Recovery & Resolution planning and present the findings to senior Finance leadership before submission to Regulators.

- Serving as subject matter authority on financial and statistical markets model development and validation expertise

- Working as an individual contributor in developing models

- Holding 10+ relevant years of experience in building model with in banking domain

- Master's in a quantitative field such as statistics, economic or maths from Tier1/2 colleges

- Worked on techniques like linear, nonlinear stats modelling, time series, forecasting

- Have managed a large team of minimum 15-20 statisticians / econometricians in previous role


- Experience in CCAR Modeling / Reporting to OCC, FRB and FDIC.

- Experience in developing econometric and Panel regression models.

- Extensive hands-on experience in programming and modeling using SAS

- Programming experience in Python or SAS

- Good with stress testing regulatory requirement

- Strong management skills, project management experience, able to explain technical ideas to non-technical audience

- Able to work on unstructured problem solving skills

WHAT IS IN IT FOR YOU :

- Liaise extensively with stakeholders

- An opportunity to work with a blue- chip firm in a high visibility role as a part of the deposits analytics team.

- A meritocratic culture with great career progression

REACH US : 


Contact me on 8264413515 for a confidential discussion on the role.

Women-friendly workplace:

Maternity and Paternity Benefits

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