Job title: Treasury Modelling and Analytics Corp Title :- VP Location : Mumbai, India The CLM Specialist provides deep subject matter expertise, to functional colleagues and internal stakeholders, on one or more specific functional subject area/regulation (e.g. stress testing methodologies and scenario analysis, calculation of adjustments/reserves) for the effective management of capital and liquidity positions, in line with the Bank's policies and regulatory requirements. The CLM Specialist performs detailed analysis, highlighting capital and liquidity risks and recommends solutions to actively manage these risks.&nbsp; They may also help develop and implement tactical solutions to optimise funding for the Bank, including management of the liquidity pool and associated risks. The CLM Specialist is responsible for developing best practice approaches and building subject matter capability within the Function, in response to the changing regulatory landscape. They will manage relationships with relevant stakeholders and collaborate with colleagues within/across functions to support the execution of the business strategy and achievement of the Bank/Division objectives. Your key responsibilities : - The primary function of this role is contribute to the bank's balance sheet and income statement modelling methodologies in support of capital planning and other end uses, such as interest rate risk in the banking book, liquidity, and planning. The suitable candidate will have the following responsibilities in this role : - Manage relationships with Business/Treasury/Finance model stakeholders. This involves leading meetings to facilitate important model-related decisions pertaining to business line segmentation, data, model development decisions, and model choice criteria. - Execute on model development protocols to produce models that align with the regulatory range of acceptable practices. - Critically evaluate information gathered from multiple sources, reconcile conflicts, decompose high-level information into details and abstract up from low-level information to a general understanding. - Work independently with team leads / teams / management. Responsibilities / Tasks : The position is responsible for (but not limited to): - Contribute to model development, and the creation of robust and repeatable analytics across CCAR, recovery and resolution planning, and interest rate risk in the banking book. - Author Model Documentation and ad-hoc model analysis reports. - Contribute to model analysis of assumptions, weaknesses, and compensating controls. - Create proof of concept case studies and then formalize requirements for the rollout of advanced analytics. - Contribute to modelling advancements by exploring alternative modelling approaches. Your skills and experience : - Experience in model development for Banking or Capital Markets at a top tier bank or consulting firm - Degree from top tier institution with a quantitative concentration, e.g., applied statistics / mathematics, engineering, operations research, etc. The role requires strong quantitative skills, including : - Knowledge and modeling experience in at least one area: PPNR, Credit, Market, ALM principles and relevant interdependencies - Familiarity with time-series, account level, and panel data analysis - Understanding of linear and non-linear interdependence between risk factors such as variance-covariance or copulas - Knowledge of key distributions and their implementation in various analysis contexts - Proficiency in at least one programming language such as SAS, R, and MATLAB - Strong written and verbal presentation and communication skills - People Management - Collaboration and Teamwork - Effective Communication - Integrity, Trust and Fairness - Professional Development Focus - Business and product knowledge - Leadership and Influence - Commercial and Business Acumen - Openness to innovation and change - Performance orientation - Client Relationship Focus Education/ Qualifications : - University graduate or equivalent degree in finance, economics, mathematics, statistics, or engineering is a must. Masters qualifications or above would be considered an advantage.

Mumbai

Vice President - Treasury Modelling & Analytics - Financial Services 

Vice President - Treasury Modelling & Analytics - Financial Services  ,Job Description for Vice President - Treasury Modelling & Analytics - Financial Services  in Mainstream Technologies in  Mumbai for (10-18) years of experience. Apply Now!

Job Description for Vice President - Treasury Modelling & Analytics - Financial Services  in Mainstream Technologies in  Mumbai for (10-18) years of experience. Apply Now!