AVP - CCAR - Challenger Analytics - Credit Analytics - Investment Bank - IIT/NIT/IIM

AVP CCAR_Challenger Analytics

Top MNC investment bank Captive hiring AVP for Credit Analytics team in Mumbai.

Candidate Qualification : PhD / M. Sc (Financial Engineering / Statistics / Mathematics) / M.Tech / B.Tech from (IIT / BITS / NITS) / IIM PG / Tier I institute

Experience required : Minimum 4-10 years

Job Location : Mumbai

Designation : AVP

Set Skills : Model Validation / CCAR model / Loss forecasting Model / PPNR Model

Responsibilities :

- Support the Bank's CCAR Challenger modeling team

- Review and challenge assumptions and procedures developed by FO, Risk, Treasury and Finance modeling teams

- Develop challenger models for PPNR, Loss, RWA and Other models

- Work closely with audit and model validation teams in order to find and improve weaknesses in CCAR models

You offer :

- 5-10 years of experience in pricing, risk, loss and/or capital modeling and forecasting in banking or other financial sector

- Qualification from a quantitative discipline

- Experience with CCAR processes is highly beneficial

- Ability to work in high pressure environments under tight deadlines

- Ability to communicate complicated technical ideas clearly and visually to senior management and other stakeholders.