AM/Manager/AVP - CCAR - Model Developer

Job Vision India
  • Mumbai
  • Confidential
  • 3-8 years
  • 02 Sep 2015

  • Quality Control - Product/ Process

  • Accounting/ Taxation/ Audit
Job Description

We do have an urgent opening for CCAR - Model Developer

Grade : AM / Manager / AVP

Job Details :

- Develop CCAR/DFAST stress loss models for the international secured portfolios .

- Obtain and conduct QA/QC on all data required for CCAR stress loss model development.

- Build international primary CCAR stress loss models (e.g., Interthix, account-level PD models).

- Build international benchmark CCAR stress loss models (e.g. segmented econometric models).

- Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)

- Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents).

- Deliver presentations to regulatory constituents on all CCAR models built.

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