Senior VP - Modeling/Analytics - CCAR - Bank

Senior VP with a Banking major! (Diversity hiring , female candidates will be preferred)

- Will manage India based teams responsible for developing, implementing and running CCAR and CECL stress loss models for international secured portfolio (e.g. home equity and mortgage).

Responsibilities include, but are not limited to, the following activities:

- Development - Oversee development and documentation of loss forecasting models used for CCAR and CECL.

- Model Review - Manage model submission and review process in partnership with in-business risk teams.

- Monitoring & Analytics - Oversee the monitoring of all international secured models and provide analytic support to countries regarding model performance and forecast projections.

- Planning - Partner with the Head of Modeling in Us for International Secured Portfolios to create and maintain: project list; development schedule; implementation schedule; production schedule and monitoring schedule.

- Partners - Manage relationship with Central CCAR team, Model Sponsors, Model Risk Management, Functional Review, and Audit for projects in the India modeling shop.

- Regulators - Subject Matter Expert responsible for addressing regulatory questions about models and process run by the Candidate.