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Manager - CCAR / Credit risk Model Development Mastermind Network

3.0 - 6.0 years

3 - 6 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 and support ...

Posted 2 days ago

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