06/12 Nivransh Gupta
Associate Consultant - Analytics & Digital at Crescendo Global

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Vice President - CCAR/PPNR Modeling - Bank (10-14 yrs)

Mumbai Job Code: 641430


An exciting leadership job opportunity with a Leading US banking Giant for a professional holding at least 10+years- experience in CCAR modelling and 7+ years in advanced analytics. Our esteemed client is looking for a smart professional with strong experience of banking domain(CCAR modelling). You will utilize your experience in CCAR modelling to drive and develop econometric forecasting models for daily balance sheet asset/liabilities. If this sounds exciting, apply with us!



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


- Developing Econometric forecasting models (PPNR models) including the calculation of Net Interest Income (- NII- ), which is also referred to as Net Interest Revenue (- NIR- ), Interest Rate Exposure (- IRE- ), Economic Value Sensitivity (- EVS- ), and other associated interest rate risk metrics.

- Coordinate COE FP&A activities for CCAR, including liaising with business units, risk and treasury

- Evaluate the impact on the product models of various scenarios used for Comprehensive Capital Analysis & Review (CCAR) submissions

- Develop and maintain a comprehensive modelling system that maintains consistent approach to data quality and modelling methods, audit, back test, tracking, annual validation.


- 9 - 12 years of relevant finance/business/accounting/statistical experience in financial services.

- MBA/Masters in Economics, Finance, Accounting or related discipline.

- Experience developing econometric and multivariate regression models. Good understanding of Seemingly Unrelated regression, Panel Data regression and Fixed effect models

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

- Must be able to present technical matters in a way that is meaningful to the audience

- Extensive hands on CCAR-PPNR modelling and balance sheet assets/Liabilities modelling.


- An opportunity to define, lead and coordinate the operations of the company.

- Liaise extensively with stakeholders

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

- A high-performance culture with phenomenal career progression.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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