Avp- Ccar Model Development- C12 jobs at Citi Group in India, Gurugram
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Citi Group AVP- CCAR Model Development- C12 India, Haryana, Gurugram
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 (“NII”), Non-Interest...
Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models...
Job DescriptionComprehensive Capital Analysis Review (CCAR) is an annual regulatory submission to US Federal Reserve Board (FRB). It is used to ensure that institutions have robust, forward-looking capital planning processes...
Reliably execute and demonstrate leadership on:Quarterly loss / loan loss reserve forecasting and stress testing processes (CCAR, QMMF, Recovery Plan) deliverables for one or more NA Cards portfolios, andAssociated governance...
Quantitative Risk models, such as Wholesale Credit Risk, Market risk, Liquidity Risk, etc. which are used to assess the adequacy of risk capital and estimated losses for regulatory or business...
Resolve complex process problems which require an in-depth evaluation of basic securities processing procedures and industry standards. Process various hedge fund tasks, including calculating net asset value, reconciling cash and...
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 (“NII”), Non-Interest...
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 (“NII”), Non-Interest...
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