Lead Financial Modelling – CCAR

Key responsibilities

• Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes.
• This includes the calculation of Net Interest Income (“NII”), Non-Interest Revenue (“Non-NIR”), Interest Rate Exposure (“IRE”), Economic Value Sensitivity (“EVS”), and other associated interest rate risk metrics.
• Steering stakeholder conversations with Businesses, Finance, Treasury and Risk to seek their signoffs on Champion models.
• Develop and maintain a comprehensive modeling system that maintains consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation.