CrawlJobs Logo

VP- CCAR Model Developer

https://www.citi.com/ Logo

Citi

Location Icon

Location:
India , Mumbai

Category Icon
Category:

Job Type Icon

Contract Type:
Not provided

Salary Icon

Salary:

Not provided

Job Description:

The FP&A Statistical Modeler Sr. Manager is a senior level position, part of FP&A Model Development team which is responsible for developing econometric time-series models to project balance sheet and income statement for different products / businesses / geographies within the firm to support CCAR and QMMF.

Job Responsibility:

  • Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes
  • Developing Champion and Challenger models using different time series forecasting methodologies to comply with SR 15-18 guidance
  • Participate and contribute to FRB / OCC exams and present model specific information to seniors in a succinct manner
  • Development of Benchmark models using Industry data series to meet regulatory requirements
  • Drive model convergence initiatives as part of firm’s Transformation journey for different businesses
  • Explain quantitative model results to front-office / FP&A teams during quarterly model runs under different scenarios provided by Economic Scenario Group
  • Responsible for exploring application of alternate modeling techniques to facilitate model convergence efforts and presenting the same to senior model development leads
  • Manage the model life-cycle from first-line of defense perspective and participate in Segmentation, Risk Identification, overlay discussions with Businesses and Finance teams
  • Responsible in managing complex conversations and to seek sign-offs on final selected models from key stakeholder such as Business heads, FP&A head, Treasury and Risk
  • Responsible for writing and submitting model development documentation and partner with Model Risk Management (MRM) to address their feedback

Requirements:

  • 8-10 years of relevant statistical / business experience in financial services
  • Strong understanding of statistical techniques such as Ordinary Least Square regression (OLS), Fixed-effect Panel Regression, Error Correction Models, Seemingly Unrelated regression and Cointegration
  • Understanding of Machine learning algorithms will be a plus
  • Understanding of Consumer / Wholesale business to facilitate model convergence initiatives will be a plus
  • Hands-on experience in programming and modeling using SAS, Python and R is preferred
  • Follow a culture of accountability and strict quality control of the data integrity and modeling process
  • Ability to build key relationships with finance and business teams
  • Must be able to present technical matters in a way that is meaningful to the audience
  • Masters / PhD in quantitative discipline such as Statistics, Economics or related discipline

Nice to have:

  • Understanding of Machine learning algorithms
  • Understanding of Consumer / Wholesale business to facilitate model convergence initiatives

Additional Information:

Job Posted:
March 21, 2025

Employment Type:
Fulltime
Work Type:
On-site work
Job Link Share:

Looking for more opportunities? Search for other job offers that match your skills and interests.

Briefcase Icon

Similar Jobs for VP- CCAR Model Developer

Non-Traded Models IVU-VP

Embark on a transformative journey as a Non-Traded Models IVU-VP at Barclays, wh...
Location
Location
India , Noida; Mumbai
Salary
Salary:
Not provided
barclays.co.uk Logo
Barclays
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Validate credit risk related regulatory (IRB, IFRS9, CCAR and Stress Testing) models for wholesale portfolios by following Bank’s policies and standards
  • Perform technical analysis and/or build alternative benchmarks to new and existing models, in line with the requirements set out in the bank’s standards and policies
  • Work as an Individual Contributor and also Mentor a team of 2-3 analysts
  • Review regulatory requirements to ensure compliance with different regulatory guidelines e.g. SR 11-7, PRA, FRB, SS-1/23
  • Support the development and review conformance with appropriate policies including Group Model Risk policy
  • Solid understanding of the quantitative techniques used in developing and validating models including credit risk related regulatory (IRB, IFRS9, CCAR, Stress-testing, PD, EAD, LGD) models for wholesale portfolios
  • Hands-on experience in the use of statistical packages such as Python, SAS, R
  • Expert user of Microsoft Excel and other Microsoft Office tools
  • An ability to identify and analyse appropriate external data sources including macro-economic variables for model development or validation along with excellent communication and stakeholder management skills
Job Responsibility
Job Responsibility
  • Validation of models for their intended use and scope, commensurate with the complexity and materiality of the models
  • Approval or rejection of a model or usage based on assessment of the model’s conceptual soundness, performance under intended use and the clarity of the documentation of the model’s inherent risks, limitations and weaknesses
  • Assessment of any compensating controls used to mitigate Model risk
  • Documentation of validation findings and recommendations in clear and concise reports, providing actionable insights for model improvement
  • Evaluation of the coherence of model interactions and quality of Large Model Framework aggregate results that generate output for regulatory submissions or management decision making and planning
  • Design of the framework and methodology to measure and, where possible, quantify model risk, including the assessment of framework level uncertainty
What we offer
What we offer
  • modern workspaces
  • collaborative areas
  • state-of-the-art meeting rooms
  • wellness rooms
  • on-site cafeterias
  • fitness centers
  • tech-equipped workstations
  • flexible working arrangements
  • hybrid working
  • Fulltime
Read More
Arrow Right
New

Director, Transaction Advisory

This role will lead a team working on Meta's most complex and novel transactions...
Location
Location
United States , Menlo Park
Salary
Salary:
288000.00 - 332000.00 USD / Year
meta.com Logo
Meta
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Bachelor's Degree or Master's Degree in Accounting, Finance, or related field
  • 10+ years experience in public or corporate accounting with demonstrated experience in technical accounting, and M&A and/or transaction advisory services
  • Demonstrated experience in interpreting and applying US GAAP to novel/bespoke transactions
  • Executive presence: Demonstrated experience in "thinking on your feet" to contribute actively in solving complex problems
  • Demonstrated experience in approaching challenges with ownership of the enterprise outcome and a focus on asking yourself, "What would it take to achieve this goal?"
  • Demonstrated experience with the following accounting topics: consolidations/VIEs, leases, derivatives/financial instruments, business combinations
Job Responsibility
Job Responsibility
  • Partner with Corporate Finance and Corporate Development/Strategy teams to develop proposals for transactions that balance financial objectives with Meta's business demands, actively communicating your accounting point of view
  • Maintain awareness of active transactions in the market and proactively identify opportunities for Meta leveraging your knowledge of Meta's goals
  • Leverage your network of accounting policy and transaction advisory professionals to keep abreast of developments in accounting interpretation and regulatory landscape
  • Build and manage a niche function with expertise in valuation, financial due diligence, and finance integration, and work closely in partnership with Meta's Technical Accounting, SEC Reporting, and Controllership teams to bring transactions to close (and ultimately transition to ongoing operations)
What we offer
What we offer
  • bonus
  • equity
  • benefits
Read More
Arrow Right
New

Camunda Java Microservices Senior Developer

We are seeking a seasoned Camunda Java Microservices Developer to join our Techn...
Location
Location
India , Pune
Salary
Salary:
Not provided
vodafone.com Logo
Vodafone
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • 7+ years of experience in Camunda Engine, BPMN, and microservice architecture
  • Strong hands-on expertise in Java development and design patterns relevant to microservices
  • Proficient in Spring, Spring Boot, and CI/CD tools
  • Solid understanding of event-driven architecture and messaging platforms such as Kafka
  • Degree or higher qualification in software engineering or a related technical discipline
  • Excellent analytical, technical communication, and coaching skills
  • Able to think creatively and take ownership of technical challenges
  • Frequently consulted by peers for system design and implementation practices
  • Contribute to strategic implementation decisions and advise on platform technical issues
Job Responsibility
Job Responsibility
  • Define architecture and create high-level design artefacts for process automation solutions
  • Develop and implement Java-based microservices aligned with sprint objectives
  • Collaborate across teams to ensure successful integration of BPMN processes in the CARE domain
  • Build proof-of-concepts and support the expansion of Camunda capabilities within VOIS
  • Mentor and train developers to upskill in Camunda BPMN and support team development
  • Provide technical guidance and resolve issues related to shared modules and frameworks
What we offer
What we offer
  • Opportunity to work on a greenfield strategic project with high visibility
  • Influence architectural decisions and shape best practices across teams
  • Collaborate with cross-functional stakeholders and contribute to process automation growth
  • Lead and mentor a team, supporting their technical development and career progression
  • Be part of a dynamic and inclusive environment that values innovation and collaboration
Read More
Arrow Right
New

Tree Climber/trimmer

A Tree Trimmer’s primary responsibility is to perform tree trimming, clearing, &...
Location
Location
United States , Montoursville
Salary
Salary:
Not provided
pennline.com Logo
Penn Line Energy T&D, Inc
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • At least 6 months' verifiable experience in utility line clearance and/or residential tree clearance setting
  • Knowledge of chainsaw safety, roping & rigging techniques
  • Valid Driver License and/or CDL License is Preferred
  • Pesticide license would be beneficial, but not mandatory
Job Responsibility
Job Responsibility
  • Perform tree trimming, clearing, & removal of trees along electric power lines and right-of-ways
  • Climb trees to reach branches interfering with electric lines using climbing equipment
  • Operate chain saws, pruners, brush chipper
  • May operate an aerial lift device (bucket truck)
  • Work emergency storm duty as need arises
What we offer
What we offer
  • Medical
  • Dental
  • Vision
  • Short Term Disability
  • Life Insurance
  • Tuition Reimbursement
  • Retirement Plan
  • Paid Time Off
  • We Pay Weekly
  • Fulltime
Read More
Arrow Right
New

Teacher of MYP Individuals & Societies and DP Psychology

Sotogrande International School is seeking an experienced and passionate educato...
Location
Location
Spain , Cadiz
Salary
Salary:
Not provided
isbergamo.com Logo
International School of Bergamo
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • A strong commitment to IB philosophy, inquiry-based learning, and student agency
  • Proven experience teaching MYP Individuals & Societies
  • Essential experience delivering IB DP Psychology at SL and HL
  • Confidence in applying interdisciplinary and conceptual approaches within the human sciences
  • High levels of technological proficiency, including digital assessment tools (e.g. AssessPrep or similar)
  • A collaborative mindset with the ability to contribute positively to a team-oriented department
Job Responsibility
Job Responsibility
  • Plan and deliver engaging MYP I&S lessons aligned with IB frameworks and philosophy
  • Teach IB DP Psychology at Standard and Higher Level
  • Design and develop effective digital resources and eAssessments to support learning and progress
  • Collaborate with colleagues on the creation, review, and refinement of MYP unit planners
  • Support students through Extended Essays in Psychology and/or interdisciplinary subjects
  • Actively participate in departmental planning, assessment moderation, and reflective practice
What we offer
What we offer
  • Work in state-of-the-art facilities alongside industry-renowned educators and leaders in some of the world's most desirable locations
  • Industry-leading professional development
  • Exceptional career opportunities
  • Mobility across our group
Read More
Arrow Right
New

Information Architect

We are seeking an Information Architect who will translate business requirements...
Location
Location
India , Pune
Salary
Salary:
Not provided
vodafone.com Logo
Vodafone
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Strong technical knowledge in data warehousing, dimensional modelling, and ETL design
  • Hands-on experience with ETL tools and SQL (preferably Teradata and Wherescape)
  • Ability to design robust dimensional models for diverse data ingestion and reporting needs
  • Skilled in loading facts and dimension tables and managing production scenarios
  • Excellent communication skills and stakeholder management capabilities
  • Detail-oriented, innovative thinker with strong problem-solving skills and ability to work under pressure
Job Responsibility
Job Responsibility
  • Translate business requirements into solution designs for data warehousing and BI systems
  • Create data models aligned with business needs and define transformation and aggregation procedures
  • Review solution designs from team members and provide guidance throughout development activities
  • Collaborate with stakeholders across business and technical teams to ensure successful delivery
  • Drive improvements and ensure accountability for assigned deliverables
What we offer
What we offer
  • Opportunity to work on cutting-edge data architecture and BI solutions
  • Exposure to global stakeholders and cross-functional collaboration
  • A dynamic environment that encourages innovation and continuous learning
Read More
Arrow Right
New

Tree Climber/Trimmer

A Tree Trimmer’s primary responsibility is to perform tree trimming, clearing, &...
Location
Location
United States , Selinsgrove
Salary
Salary:
Not provided
pennline.com Logo
Penn Line Energy T&D, Inc
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • At least 6 months’ verifiable experience in a utility line clearance and/or residential tree clearance setting
  • Knowledge of chainsaw safety, and roping & rigging techniques
  • Valid Driver License and/or CDL License is Preferred
  • Pesticide license would be beneficial, but not mandatory
Job Responsibility
Job Responsibility
  • Perform tree trimming, clearing, & removal of trees along electric power lines and right-of-ways
  • Climb trees to reach branches interfering with electric lines while using climbing equipment
  • Operate chain saws, pruners, brush chipper
  • May be called upon to operate an aerial lift device (bucket truck)
  • Work emergency storm duty as need arises
  • Travel required throughout various states including PA, MD, OH, VA, & WV
What we offer
What we offer
  • Medical
  • Dental
  • Vision
  • Short Term Disability
  • Life Insurance
  • Tuition Reimbursement
  • Retirement Plan
  • Paid Time Off
  • We Pay Weekly
  • Fulltime
Read More
Arrow Right
New

Secondary Deputy Head - IB Diploma Coordinator

Sotogrande International School is seeking an experienced and inspirational lead...
Location
Location
Spain , Cadiz
Salary
Salary:
Not provided
isbergamo.com Logo
International School of Bergamo
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Extensive experience as an IB Diploma Coordinator with a deep understanding of DP philosophy, curriculum, and assessment
  • Strong leadership and organisational skills, with the ability to manage complex systems and teams
  • Excellent interpersonal and communication skills to work effectively with staff, students, and families
  • A reflective, innovative approach to teaching and learning
  • Experience with ManageBac and digital tracking systems
  • A broad understanding of the IB continuum, including MYP and PYP (desirable)
Job Responsibility
Job Responsibility
  • Provide strategic leadership as Deputy Head of Secondary, contributing to whole-school development and the school’s strategic plan
  • Lead, coordinate, and continuously improve the IB Diploma Programme, ensuring alignment with IB standards and best practice
  • Support, guide, and appraise Diploma teachers, Leaders of Learning, and Core Coordinators (TOK, CAS)
  • Monitor and track student progress, achievement, and wellbeing across the Diploma years, implementing targeted support strategies
  • Oversee key administrative functions including assessments, reporting, admissions, examinations, and IB compliance
  • Foster a collaborative, reflective culture focused on professional growth, academic excellence, and student success
What we offer
What we offer
  • Industry-leading professional development
  • Exceptional career opportunities
  • Mobility across our group
Read More
Arrow Right