Lead Analyst - Strategic Modeling and Analytics-2
First Citizens India (company site, opens in a new tab)5+ yrsBengaluruOn-siteDirect career pageEst. 18–28 LPA
Posted 18h ago
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Job description
Structured overview of role & requirements
About This Role
- Develop, enhance, maintain and monitor PPNR and Balance Sheet Management models used for CCAR/DFAST stress testing, regulatory reporting and financial planning.
- Own or support model lifecycle work—from data extraction and quality controls through methodology, testing, implementation, documentation and ongoing monitoring—and improve related processes through automation.
- Partner with Treasury, Finance, Risk, business teams and Model Risk Management to address model findings, review stress-test results and support controlled capital-planning decisions.
Minimum Requirements
- Work Experience Required: 5+ years in model development or validation for Risk or PPNR models.
- Bachelor’s or master’s degree in a quantitative discipline such as Statistics, Mathematics, Quantitative Finance or Applied Economics, or a related field.
- Strong knowledge of US regulatory requirements, including CCAR/DFAST and SR 11-7, and understanding of banking products such as loans and deposits; Interest Rate Risk knowledge is also required.
- Experience with statistical/econometric modeling and data processing for modeling using SQL and/or statistical programming; experience with at least one of Python, R or SAS is required.
Ideal Candidate Profile
- Has direct experience developing or validating bank Risk or PPNR models, ideally with exposure to regulatory stress testing.
- Can work across the full model lifecycle, combining quantitative methods with data quality, model monitoring, implementation and governance controls.
- Can explain model decisions and results to senior stakeholders and coordinate effectively across Treasury, Finance, Risk, business teams and Model Risk Management.