AVP - CCAR / Credit risk Model Development

23 hours ago

mumbai, India Mastermind Network Full-time €3,00,000 - €8,00,000/year
  • Experience : 3-8 yrs in Model Development for financial Services with good SAS/ SQL & Python programming skills
  • Education :Masters / MBA ; in Economics, Mathematics, Statistics, Finance, Computer science From Tier 1 with good knowledge in CCAR / Credit risk Models

Role & Responsibilities :

  • Develop credit risk models/CCAR models
  • Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes
  • Manage the model life-cycle from first-line of defense perspective and participate in Segmentation
  • Involved Risk Identification, overlay discussions with Businesses and Finance teams.
  • Responsible for understanding changes to quantitative requirements published by MRM in Model Testing Guidance and presenting the key changes to senior model development leads
  • Contribute to model convergence initiatives as part of firms Transformation journey for different businesses.
  • Responsible to explain model results to front-office