Our client is one of the global international bank who has presence across globe and currently looking to expand team of CCAR and PPNR model development in India and looking to senior quantitative model development specialist to lead and manage team. Position reporting to global head based in the USA. Some of the key responsibilities will include : - Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes. - This includes the calculation of Net Interest Income (NII), Non-Interest Revenue (Non-NIR), Interest Rate Exposure (IRE), Economic Value Sensitivity (EVS), and other associated interest rate risk metrics. - Steering stakeholder conversations with Businesses, Finance, Treasury and Risk to seek their sign-offs on Champion models. - Develop and maintain a comprehensive modeling system that maintains consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation. To be eligible for this role you will require : - Masters / PhD in quantitative discipline such as Statistics, Economics, Finance or related discipline - 12 - 15 years of work experience in statistical / mathematical / econometric quantitative model development. - Experience in developing econometric and Panel regression models. Please contact Shashikant Bomma on 02242369769 Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

Mumbai

Regional Head - CCAR Model Developement - Bank 

Regional Head - CCAR Model Developement - Bank  ,Job Description for Regional Head - CCAR Model Developement - Bank  in Edge In Asia Recruitment Private Limited in  Mumbai for (12-15) years of experience. Apply Now!

Job Description for Regional Head - CCAR Model Developement - Bank  in Edge In Asia Recruitment Private Limited in  Mumbai for (12-15) years of experience. Apply Now!