Bangalore, India

Lead Financial Modelling – CCAR

My client is one of the global international bank who has presence across globe and currently looking to expand team of CCAR and PPNR model development in India and looking to hire quantitative model development specialist.

Please contact Sunita Chavan or email your cv directly in word format with job reference number: JO0000004653 to banking-India@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.

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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.

Role requirements

Masters / PhD in quantitative discipline such as Statistics, Economics, Finance, or related discipline
7 -10 years of work experience in statistical / mathematical / econometric quantitative model development.
Experience in developing econometric and Panel regression models.
Strong Exposure in Financial Modeling.

Bangalore, India

Lead Financial Modelling – CCAR

Key responsibilities

Role requirements

Apply for this Job

Lead Financial Modelling – CCAR

Bangalore, India

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