196 Ccar Jobs - Page 2

As a member of the Northern Trust team, your role will involve overseeing the development of high-quality risk analytics, regulatory reporting, and system implementation and maintenance. You will be responsible for providing innovative solutions to complex issues in risk modeling, capital allocation, and other aspects of risk measurement. Working collaboratively with a team, you will collect operational loss event data and offer technical support on system implementation and maintenance matters. Key responsibilities: - Manage the model development/validation process for risk, ensuring regular production of analytical work and reports. - Support internal capital allocation methodologies to me...

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9...

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9...

**Role Overview:** As a member of the USPB Risk team, you will be responsible for developing CCAR/CECL models specifically for unsecured portfolios like credit cards and installment loans. Your key responsibilities will include: - Obtaining and conducting Quality Assurance/Quality Control on all data required for CCAR/CECL model development - Developing segment and/or account level CCAR/CECL stress loss models - Performing necessary tests such as sensitivity and back-testing - Validating and recalibrating all models annually with the latest data updates, and redeveloping as necessary - Providing comprehensive model documentation - Collaborating closely with cross-functional teams, including ...

As an individual at EY, you will have the opportunity to shape a career that aligns with your unique strengths, supported by a global network, inclusive environment, and cutting-edge technology. Your journey at EY will empower you to strive towards personal excellence while contributing to a more sustainable and prosperous working world for everyone. Your key responsibilities in this role will include: - Demonstrating profound technical expertise and industry insight into financial products. - Taking the lead in various aspects of both large-scale and smaller client engagements, ensuring consistent delivery of high-quality services. - Keeping abreast of market trends and client challenges wi...

As a Regulatory Risk and Compliance Consultant working with clients in the US, your role will involve assisting them with various projects related to regulatory requirements, regulatory reporting, remediation process, process governance and documentation, regulatory compliance, and reporting. Your key responsibilities in this engagement will include: - Conducting regulatory reporting - Developing tools and accelerators - Driving process improvement initiatives - Implementing Target Operating Model (TOM) for CCAR and BASEL reporting for major US Bank Holding Companies To excel in this role, you should possess the ability to comprehend the existing reporting process, replicate it accurately, a...

Role Overview: Embark on a transformative journey for the Independent Platform Unit as Wholesale Model Validation at Barclays. You will be responsible for providing independent review and challenge of various aspects of models across different model types for wholesale portfolios, ensuring a high degree of depth as per the Bank's policies and standards. This role will be part of the Group Risk IVU team, where you will contribute to governance and reporting processes related to model risk management. Key Responsibilities: - Demonstrate a solid understanding of quantitative techniques used in developing and validating models, particularly credit risk related regulatory models for wholesale por...

We are seeking a skilled and motivated AI/ML Chatbot Developer with Trainer experience in building conversational agents and delivering effective training. The ideal candidate will design, develop, and optimize chatbot solutions using natural language processing (NLP), machine learning (ML), and large language models (LLMs). Additionally, the candidate will play a key role in educating end-users, internal teams, or clients on chatbot functionality, usage, and best practices. This role focuses on designing intelligent conversational agents and includes responsibilities for training users or internal teams on the use of chatbot technologies. Key Responsibilities : 1. AI Model Development for C...

Analyst, MoRM (DIPL) Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Analyst, MoRM (DIPL) Location: Mumbai, India Role Description Model Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation. Ensuring early and proactive identification of Model Risks. Effectively managing and mitigating Model Risks. Supporting the design of Model Risk metrics. Implementing a strong Model Risk Management and governance framework. Supporting bank-wide Model Risk-related policies and practices. This role spans all aspects of validation...

At BNY, our culture empowers you to grow and succeed. As a leading global financial services company at the center of the world's financial system we touch nearly 20% of the world's investible assets. Every day around the globe, our 50,000+ employees bring the power of their perspective to the table to create solutions with our clients that benefit businesses, communities and people everywhere. We continue to be a leader in the industry, awarded as a top home for innovators and for creating an inclusive workplace. Through our unique ideas and talents, together we help make money work for the world. This is what is all about. We're seeking a future team member for the role of Senior Vice Pres...

As a BSM NTMR Senior Analyst at Citibank, you will play a key role in supporting the production needs across various workstreams to develop, enhance, measure, and monitor the 1st line Non-Trading Market Risk framework. Your responsibilities will include: - Supporting analysis and modeling projects in the implementation of BSMs process by providing key analytical insights across BSM functions with a primary focus on asset allocation, FXRBB, OCI stress testing analytics for CCAR and QMMF for pensions, and AFS /HTM securities, Commodity/Equity/CSRBB risk. - Owning the models associated with NTMR and liaising with MRM to ensure proper development and validation of all models in the NTMR workstre...

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9...

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9...

Morgan Stanley Risk Process Validation Group - Director Profile Description We're seeking someone to join our team as a Director in Model Risk - Risk Process Validation Group. Firm Risk Management In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives. Company Profile Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals. Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and i...

Project Role : Data Science Practitioner Project Role Description : Formulating, design and deliver AI/ML-based decision-making frameworks and models for business outcomes. Measure and justify AI/ML based solution values. Must have skills : Generative AI Good to have skills : Machine LearningMinimum 5 year(s) of experience is required Educational Qualification : 15 years full time education Summary :As a Data Science Practitioner, you will be engaged in formulating, designing, and delivering AI and machine learning-based decision-making frameworks and models that drive business outcomes. Your typical day will involve collaborating with various teams to measure and justify the value of AI and...

Position : Credit Risk Modeler Location : EXL Office, Gurgaon (Hybrid - 2 days per week in office) Working Hours : 12:00 PM - 9:00 PM IST Key Responsibilities Develop and validate credit risk models (PD, LGD, EAD) Conduct CCAR and CECL stress testing Collaborate with cross-functional teams to enhance risk assessment processes Qualifications Proven experience in credit risk modeling, especially with unsecured portfolios Strong analytical and problem-solving skills In-depth knowledge of regulatory requirements and stress testing frameworks, including CRST Experience with capturing physical risk metrics Why Join EXL Work in a dynamic and innovative environment Enjoy a hybrid work model that pro...

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 qu...

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 ...

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 ...

Exp: Credit Risk Model Development Mandate Min: 2-8 Yrs MBA Finance preferred, FRM/CFA a plus Location: Gurgaon & Bangalore | 5 Days WFO Drop cv on supreet.imaginators@gmail.com Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred

Exp: Credit Risk Model Development Mandate Min: 2-8 Yrs MBA Finance preferred, FRM/CFA a plus Location: Gurgaon & Bangalore | 5 Days WFO(ODC Set-up) Salary: Depends on last drawn NP: 30Days or Immediate Joiners Send CV: latika.chopra05@gmail.com Required Candidate profile Credit Risk expert with exp. in Model Development or Validation (IFRS9/IRB/CCAR/CECL) Skilled in SAS, SQL, Python, R. MBA Finance, FRM/CFA preferred Send CV: latika.chopra05@gmail.com Call: 9810996899

We are looking for a skilled Business Analyst with 7 to 15 years of experience to join our team in Pune or Hyderabad. The ideal candidate will have expertise in market risk, counterparty credit risk (CCR), and data mapping. Roles and Responsibility Analyze market risk and develop strategies to mitigate potential losses. Work closely with the trading desk to understand counterparty credit risk (CCR) and develop models to predict potential losses. Map data from upstream sources to data models and concepts. Collaborate with cross-functional teams to implement end-to-end trade life cycle processes. Develop and maintain SQL databases to support business analysis. Provide insights and recommendati...

About The Role Project Role : Data & Document Mmgt Processor Project Role Description : Perform end to end document management services according to service level agreements. This includes data digitization, data indexing, document scanning and maintenance etc. Support initiatives with a focus on continuous improvement. Must have skills : Business Requirements Analysis Good to have skills : NA Minimum 7.5 year(s) of experience is required Educational Qualification : 15 years full time education About The Role :Model Modernization Project Senior Business/Data Analyst / Scrum Master with Domain Expertise in Model Risk & Control ProcessesLocation:Mumbai (Mandatory to work from client office 3da...

About The Role Skill required: Delivery - Financial Risk Data & Analytics Designation: I&F Decision Sci Practitioner Sr Analyst Qualifications: Any Graduation Years of Experience: 5 to 8 years What would you do? Data & AIStrengthen the management of credit, market and liquidity risks (from identification/ assessment through to reporting) including stress testing, scenario modeling, model development & validation, portfolio analytics, underwriting analytics, actuarial analytics, risk weighted asset & capital calculation, early warning signal generation, risk decisioning, and data visualization, using data governance & management, data science, analytics - AI, ML, Network analysis - and techno...

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9...