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Position: AVP/VP - Model development and Forecasting
Job Number: MS04670
Location: NY - New York City
Date Posted: 2018-10-24
Salary Range: $101-125k $126-150k
Job Summary:

Global Investment Bank seeking an experienced professional to joint he PPNR/CCAR team!

Company Information:

Name: Leading Investment Bank

Job Description:

·         Responsible for the forecasting of revenue and balance sheet across the IHC through the development of quantitative and qualitative approaches.

·         Estimates of projected revenues, losses, reserves and pro forma capital levels

·         Model validation and model risk governance

·         Work on deliverables across numerous teams including Quantitative Analytics, Front Office, Risk, Treasury, etc.

·         Assist in the projection model development process and participate in the discussions/assessment of model methodology and documentation, including engagement with senior stakeholders.

·         Model ownership and development across a broad range of PPNR and Balance Sheet models.

·         Work closely with the business, Product Control and the modeling team to develop, assess, and challenge the assumptions and approach used in forecasting.

·         Assist in developing a data governance and attestation framework for the CCAR program

Requirements / Qualifications:

-5-10 years experience in CCAR/Model validation/PPNR/Regulatory Reporting

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