Director at TalentCo Search Pvt Ltd
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Vice President - CCAR Model - BFSI (12-19 yrs)
Looking for the candidate he detailed responsibilities includes:
Masters / PhD in quantitative discipline with 12+ years of relevant finance/business/accounting/statistical experience in financial services
- 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.
- Excellent presentation skills
- Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes.
- Deep understanding of statistical techniques such as Panel Regression, Error Correction Models, Seemingly Unrelated regression and Cointegration.
- Responsible for reviewing and timely submission of Model development documentation
- Align with Model Risk Management on modeling and validation practices and have periodic check-ins with them.
- Develop and maintain a comprehensive modeling system that maintains consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation. This is critical in reducing the model operating risk
- Ability to build key relationships with finance and business teams
- Must be able to present technical matters in a way that is meaningful to the audience
- Ability to influence people and empower team members to be proactive and focused on partnerships and results