Description

You will develop PPNR models across banking portfolios, covering interest, non-interest, and income and expense models.

Responsibilities

• Execute all stages of model development, including data preparation and component model creation.
• Perform developer testing of models to ensure accuracy and robustness.
• Write comprehensive model documentation to meet regulatory and internal requirements.
• Support independent validation processes by providing necessary technical information.
• Manage projects and communicate findings to stakeholders.

Required Skills

• 7-10 years of experience in BFS analytics.
• 5+ years of hands-on experience in Risk and PPNR modeling.
• Expertise in model development and validation using statistical techniques and time series approaches.
• Proficiency in Python and/or R.
• Knowledge of CCAR/DFAST, PPNR, IFRS9, and CECL regulatory frameworks.
• Proven ability to work under ambiguity with minimal supervision.
• Strong technical communication, presentation, and negotiation skills.
• Project management experience.

Preferred Skills

• Direct experience working on CCAR PPNR models.

Key Skills

Education

Any Graduate