- - 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 includes reviewing and timely submission of model documentations such as - Model development document
- - Contribute to model convergence initiatives as part of firms Transformation journey for different businesses.
- - Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk,

Skills: Credit Risk, Asset Liability Management

Experience: 6.00-9.00 Years

📌 AVP - Risk Analytics/ Modeling (Mumbai)
🏢 Mastermind Network
📍 Mumbai