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AVP - Risk Analytics/ Modeling

6-9 Years
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  • Posted 5 days ago
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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,

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About Company

Mastermind Network is a leading executive search firm incepted in the year 1994, having Offices in New Delhi & Gurgaon handling clients all over India & Abroad Our client base extends to over 60 companies including Multinationals and Indian Business Houses across India and Abroad

Job ID: 114092331

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