AVP - CCAR / Credit risk Model Development

• 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