FPNA- Senior Vice Perisdent

Contract Type
₹ 4,000,000 - 6,000,000
Bhat Isha
Academic title
Job description

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

Other requirements:

  • 14+ years Min of relevant statistics/ economics experience in financial services
  • Masters / PhD such as Statistics, Economics or related discipline
  • Experience in CCAR Model Development / prior regulatory modeling experience
  • Experience in developing Econometric and Panel regression models.
  • Extensive hands-on experience in programming and modeling using SAS / Python /R.
  • Excellent presentation skills: the ability to translate complex financial schedules into meaningful presentations is critical demonstrated analytical skills including the ability to synthesize quantitative and qualitative data to draw conclusions and assist on decision making
  • Ability to build key cross functional and cross business relationships
  • Broad and deep understanding of accounting principles, investment, accrual products and corporate finance concepts
  • Demonstrated leadership and team management skills and ability to managing multiple projects and deadlines
Other notes
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