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CCAR Model Validation


Source:
TIMESJOBS.COM
Location:
Mumbai, MH
Date:
08-11-2016
Job Code:
58230838
Categories:
  • Banking & Finance
Applying for this job will take you to an external site
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Job Details

Candidates for the role in the MRM team are expected to hold a first degree in a quantitative discipline, eg. Mathematics, Physics, Engineering, Finance, and probably a Masters or PhD. Extensive experience in financial modelling and/or model validation, with a specific focus on Scenarios/Stress-Testing/CCAR models. Hands-on experience of risk and capital modeling, derivatives pricing and broader financial modeling is desirable, but regardless of experience all candidates should be able to demonstrate an understanding of capital modeling, financial and derivative products and mathematics. Client focus and the ability to communicate effectively with senior stakeholders (internal, external, Regulators), including the ability to explain complex topics to a diverse range of audiences. Self-motivation, discipline, task focus, the ability to structure and present work and a proven record of delivering high quality results to strict deadlines. Desirable Experience in data management and analysis or in Front Office IT would be an advantage. A general understanding of global regulatory requirements is desirable to be a credible counterpart given the huge and challenging variety of models in scope. Good knowledge including programming experience of software applications such as R, Matlab, SQL and SAS.
Degree: MBA/ PGDM

Additional Degree: BA (Arts) | B.Com. (Commerce) | B.Pharm. (Pharmacy) | B.Plan. (Planning) | B.Sc. (Science) | BBA/ BBM/ BBS | BCA (Computer Application) | Diploma-Other Diploma | B.Ed. (Education) | BHM (Hotel Management)

Experience: 3-8

Requirements

Claims/Collection Mgmt | Portfolio/Fund Mgmt | Risk/Credit/Economic Analyst
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