Job Number: MS04670Location: NY - New York City
Date Posted: 2018-10-24
Salary Range: $101-125k $126-150k
Global Investment Bank seeking an experienced professional to joint he PPNR/CCAR team!Company Information:
Name: Leading Investment BankJob 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 programRequirements / Qualifications:
-5-10 years experience in CCAR/Model validation/PPNR/Regulatory Reporting