Role-Senior Vice President- FPNA

Location- Mumbai

The detailed Below:

Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes. This includes the calculation of Net Interest Income , Interest Rate Exposure, Economic Value Sensitivity, and other associated interest rate risk metrics.

• Deep understanding of statistical techniques such as Panel Regression, Error Correction Models, Seemingly Unrelated regression and Cointegration.
• Manage the Segmentation, Risk Identification, overlay discussions with Business and Finance teams.
• Responsible for reviewing and timely submission of Model development documentation (MDDTs) for entire PPNR modeling landscape to Model Risk Management.
• Align with Model Risk Management on modeling and validation practices and have periodic check-ins with them.
• Create a culture of accountability and strict quality control of the data integrity and modeling process
• Develop and maintain a comprehensive modeling system that maintains consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation. This is critical in reducing the model operating risk
• Ability to build key relationships with finance and business teams
• Have managed a large team of minimum 8-12 in previous and current role