MAMastermind Network
Manager - CCAR / Credit risk Model Development
Mumbai ₹3-6 LPA Posted 20 May 2025
FULL TIME
Credit Risk
CCAR
Job Description
- Developing Treasury Models/ PPNR/ IRBB/ Interest risk / 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
- End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes.
- Responsible for understanding changes to quantitative requirements published by MRM in Model Testing Guidance and presenting the key changes to senior model development leads
- Model governance and support includes reviewing and timely submission of model documentations such as - Model development document
- Contribute to model convergence initiatives as part of firms Transformation journey for different businesses.
- Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk,