Looking for a Skilled Modeler to be a part of Banks PPNR team, the incumbent will be responsible for end-to-end responsibility of PPNR models (Statistical & Functional), sharing periodic updates to Senior Governance Group, presenting models to Federal Reserve / OCC / FDIC / Model Risk Management and align PPNR models.
A leading, global firm with a distinguished clientele providing extensive financial and asset management services.
Building core risk models for scratch using a variety of Statistical Tools and Techniques like SAS
Building models for regulatory requirements under CCAR/DFAST; econometric model development
Extensive tactical data analysis and model development for client engagements using a variety of programming languages
Building core statistical models in the wholesale banking/ investment banking domain for in house large capabilities
Manage the Segmentation, Risk Identification, overlay discussions with Businesses and Finance teams.
Manage FRY14 Regulatory reporting / Recovery & Resolution planning and present the findings to senior Finance leadership before submission to Regulators.
Serving as subject matter authority on financial and statistical markets model development and validation expertise
Working as an individual contributor in developing models
Holding 10+ relevant years of experience in building model with in banking domain
Masters in a quantitative field such as statistics, economic or maths from Tier1/2 colleges
Worked on techniques like linear, nonlinear stats modelling, time series, forecasting
Have managed a large team of minimum 15-20 statisticians / econometricians in previous role Experience in CCAR Modeling / Reporting to OCC, FRB and FDIC.
Experience in developing econometric and Panel regression models.
Extensive hands-on experience in programming and modeling using SAS
Programing experience in Python or SAS
Good with stress testing regulatory requirement
Strong management skills, project management experience, able to explain technical ideas to non-technical audience
Able to work on unstructured problem solving skills
WHAT IS IN IT FOR YOU:
Liaise extensively with stakeholders
An opportunity to work with a bluechip firm in a high visibility role as a part of the deposits analytics team.
A meritocratic culture with great career progression
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