Vice President - CCAR - Stress Testing - BFS

This role forms part of a stress testing modelling team whose purpose is to support the Stress Testing program. Accordingly the role will require the execution and management of all aspects of the model development cycle for stress test models

- Data Cleansing and Preparation

- Variable Transformation and Selection

- Model Iterations

- Model Testing and Sensitivity Analysis

- Model Implementation (translation into forecasted business outcomes)

- Model Documentation

- Model Validation Support

- Contribution towards creation and improvement of modelling standards for the purpose of CCAR

- Critical analysis of models and model implementation output, including business and economic intuition.

- Creation of presentations for communication to Regional Stress Test teams, Business Heads and Senior Management