Market Risk CCAR
2 months ago
Job opportunity for CCAR Market Risk professionals with one of the big 4 firm.
Experience - 3-10 years
Location - Pan India
Your key responsibilities:
- 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 crossfunctional 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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Market Risk CCAR
2 months ago
delhi, India EliteRecruitments Full timeJob opportunity for CCAR Market Risk professionals with one of the big 4 firm. Experience - 3-10 years Location - Pan India Your key responsibilities: 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...
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Market Risk CCAR
2 months ago
delhi, India EliteRecruitments Full timeJob opportunity for CCAR Market Risk professionals with one of the big 4 firm. Experience - 3-10 years Location - Pan India Your key responsibilities: 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...
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Market Risk CCAR
2 months ago
delhi, India EliteRecruitments Full timeJob opportunity for CCAR Market Risk professionals with one of the big 4 firm.Experience - 3-10 yearsLocation - Pan IndiaYour key responsibilities: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...
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Market Risk CCAR
2 months ago
New Delhi, India EliteRecruitments Full timeJob opportunity for CCAR Market Risk professionals with one of the big 4 firm.Experience - 3-10 yearsLocation - Pan IndiaYour key responsibilities: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...
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