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Ccar Model Validation Quant
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Job Description Sheet Job title CCAR Model Validation Quant (PPNR Models) Location India Experience 3-5 years Job Duties The role will require working as part of the model validation team to undertake model validation activities as per internal policies and regulatory standards Key responsibilities include: Working on validation of the suite of CCAR PPNR models covering different business lines Understanding of advanced modelling and validation methodologies and documentation Developing and executing test plans to ensure compliance with regulatory guidelines, analyzing model weaknesses, benchmarking to external vendor models, documenting and reporting the results. Performing benchmark model construction using R/Python Qualification Master’s or Bachelor’s degree in Finance, Economics, Econometrics, Engineering, Science, Financial Engineering, Statistics, Mathematics or Data Science CQF, FRM, PRM or CFA Preferred Skills Required A minimum of 3 years’ experience within a financial services institution or consultancy in a model development or validation function Hand on experience working on R, MATLAB, SAS or Python A strong understanding of banking and capital markets businesses and products across the banking and trading books Excellent knowledge of quantitative finance and numerical techniques, specifically linear/logistic regression and Time series modelling. Understanding of machine learning techniques such as Cluster Analysis, Random Forest, SVM and Decision Trees would be a plus Strong knowledge of Pre-provision net revenue (PPNR) models (line of business and bank-wide) based on asset-liability spreads and non-trading fees is essential Strong understanding of the financial services regulatory requirements such as CCAR, SR-11-7, TRIM/EGIM and OSFI E-23 Strong understanding of the key stages of the model lifecycle covering design, development, implementation, use and ongoing performance monitoring Ability to interrogate and manipulate large volumes of data. Ability stakeholder communication skills and the ability to liaise with technical teams to ensure that deliverables are met in accordance with project timescales Excellent analytical and creative problem solving skills Excellent ability to deliver validation documentation that will stand the test of regulatory and audit scrutiny Ability to define and document procedures and training to support adoption of changes and embedding within the business Strong academic background with a Master’s or Bachelor’s degree in Finance, Economics, Engineering, Science, Financial Engineering, Statistics or Mathematics with professional certifications like CFA, CQF, FRM, PRM Self-starters who are ambitious, curious, credible with strong verbal and written communication skills thrive at CRISIL.Page 2 of 2About CRISIL GR&RS: Global Research & Risk Solutions is the world's largest and top-ranked provider of high-end research and analytics services. We are the world's largest provider of equity and fixed income research support to banks, and the foremost provider of end-to-end risk and analytics services to trading and risk management functions at world's leading financial institutions. We provide corporate research and analytics solutions to operations, strategy, and sales and marketing teams of corporations globally. Coalition provides analytics and business intelligence to 14 leading global investment banks. We operate from 8 research centers in Argentina, China, India and Poland, working with clients across time zones and languages. Being part of CRISIL enables us to attract and retain top quality talent. We have over 2,300 employees, 75% of whom hold advanced degrees in finance, accounting and management. We employ the largest number of CFAs and CFA aspirants in India. We have won top honours at the World HR Congress on Talent Management and HR Project for the year 2015. We have also won the NASSCOM Exemplary Talent Practices Award (NExT Practices) for skill development for two years in succession in 2011 and 2012. The award recognizes us as a firm that has the vision to proactively invest in its people and get them future-ready.We are committed to delivering cutting-edge analysis, opinions, and solutions. This underscores our proposition of being the best people to work with.
