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Mukesh Mhatre

Director at Xcelyst Ltd

Last Login: 19 August 2024

Job Views:  
202
Applications:  27
Recruiter Actions:  12

Job Code

1341690

CCAR Model Development/Model Validation Role - BFS

2 - 8 Years.Metros
Posted 11 months ago
Posted 11 months ago

- Prior experience in developing/validating the quantitative and expert judgement PPNR models for CCAR

- Development of econometric forecasting models for key balance sheet and income statement line items for capital and business planning purposes. For example- Net Interest Income (NII), Non-Interest Revenue (Non-NIR), etc.

- Experience in design of Statistical models using regression (linear/logistic/panel), optimization, time series, survival modelling techniques

- Strong understanding of different model methodologies/ algorithms and diagnostic tools for testing model robustness, sensitivity, and stability

- Proficient with data and quantitative analysis to support modelling decisions

- Understanding of US banking regulations on Capital, Provisioning - Basel, CCAR, CECL preferred

- Ability to convey information clearly, accurately, and succinctly (both written and verbally)

- Work closely with cross-functional teams, including business stakeholders, model validation and governance teams, and model implementation teams.

- Should have strong consulting mindset to engage with Global senior stakeholders

- Ability to draft high-impact presentations and documentation

To qualify for the role, you must have:

- 2 to 8 years of relevant work experience

- Master's in Economics/ Statistics or MBA in Quantitative finance or PG with FRM/CQF/CFA charter

- Programming skills like Python/R/ SAS are must have

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Posted By

user_img

Mukesh Mhatre

Director at Xcelyst Ltd

Last Login: 19 August 2024

Job Views:  
202
Applications:  27
Recruiter Actions:  12

Job Code

1341690

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