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AVP - Risk Analytics/ Modeling Mastermind Network

6.0 - 9.0 years

6 - 9 Lacs

mumbai, maharashtra, india

On-site

- 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 ...

Posted 2 days ago

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