Loss Forecasting and Stress Testing Analytics - Vice President
Mumbai, Maharashtra, INDIA; Haryana, INDIA
INR 4111K-5199K (estimate) Executive-level Full Time
Tasks
- Analyze reserves components and CECL impact
- Conduct econometric analysis of macroeconomic trends on portfolio performance
- Define extract and utilize data
- Drive process efficiencies through automation
- Ensure governance and documentation practices
- Execute information controls and version control
- Execute quarterly loss loan loss reserve forecasting and stress testing
- Perform CCAR DFAST QMMF recovery plan deliverables
- Perform risk policy analytics impact assessment
- Present findings to managers and stakeholders
- Reconcile financial data from disparate sources
- Review and challenge existing models and outputs
Perks/Benefits
- N/A
Skills/Tech-stack
Automation | CCAR | CECL | Credit Risk | DFAST | Data Analysis | Data Reconciliation | Econometrics | Excel | Governance | Machine Learning | PowerPoint | QMMF | Risk Management | SAS | Stress Testing | VBA | Version control
Education
Roles
Analytics Manager | Manager | President | Risk Analytics | Risk Analytics Manager | Vice President
Regions
Countries
States
Cities
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