11/06 Pragati K
Director at TalentCo Search Pvt Ltd

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Vice President - CCAR Model - BFSI (12-19 yrs)

Mumbai Job Code: 707703

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

Job Responsibilities:

- 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

Women-friendly workplace:

Maternity and Paternity Benefits

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