Senior Manager - Modeler - Risk - BFSI

Develop new time series models. Review and monitor existing models regularly.

Participate in Review and Challenge discussions and demonstrate sound understanding of model risks and limitations. Refute or Assert findings and enhance model stability.

Oversee or manage model documentation and governance to support the CCAR reporting function.

Direct experience with model development and risk management in a Bank or Financial Services institution preferred in the area of credit risk.

Direct work experience in model development model management and or model oversight.

Knowledge of Arima GARCH non parametric model techniques must

Stress testing modeling experience a huge plus

Knowledgeable about model risk management and associated regulatory requirements such as OCC 2011 or 12, FRB SR 11-7 and Basel II and III.

Proven hands-on experience with modeling tools like SAS or R or SPSS etc.