Market Risk CCAR

2 months ago


Greater Delhi Area, India EliteRecruitments Full time

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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