Ccar Model Development - C11 Gurgaon 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...
Remediates data in the Clients and Security Coding systems. Performs trend analysis and identifying root causes Implementing or suggesting solutions based on the root cause analysis. Liaises with other teams...
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...
Monitor the work activities to ensure timeliness/accuracy of the funds activities in a department, including calculation of NAV and distribution factors. Assist in reviewing stock and cash reconciliations as a...
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...
Process securities transactions, provide analytic input for traders and aid in review of derivative products. Utilize data analysis tools and methodologies, in conjunction with professional judgement to make process improvement...
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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