Lead Assistant Manager/Manager/Senior Manager - CCAR Stress Testing Models - KPO

Lead Assistant Manager/Manager/Senior Manager - CCAR Stress Testing Models

The role involves validation of CCAR Stress Testing models as part of the wider model risk management framework. It requires excellent understanding of CCAR models. It is suitable for those who have a :

Key Responsibility:

- Actively engage in review of model performance and applicability as well as the validation and review of model challenges

- Must have-SAS/Excel

- Independently review and challenge methodologies in the space of CCAR and stress testing models

- Engage with Model developers, model owners and wider model risk stakeholders to communicate the findings

- Create draft and final validation reports