Lead Analyst - Strategic Modeling and Analytics-1
First Citizens India (company site, opens in a new tab)5+ yrsBengaluruOn-siteDirect career pageEst. 18–30 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: data quality and reconciliation, methodology and testing, implementation, monitoring, documentation, and remediation of model findings.
- Coordinate with Treasury, Finance, Risk, business units and Model Risk Management to support controlled stress-testing decisions and model governance.
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.
- Strong knowledge of US CCAR/DFAST regulations and SR 11-7; understanding of banking products and interest-rate-risk concepts.
- Experience using SQL and/or statistical programming for modeling data work, plus experience with at least one of Python, R or SAS; understanding of statistical and econometric modeling.
Ideal Candidate Profile
- Has hands-on experience building or validating bank risk or PPNR models, with regulatory stress-testing exposure especially relevant.
- Can work across quantitative model development and practical controls, including data quality, performance monitoring, implementation testing and model governance.
- Is suited to a stakeholder-facing lead role, communicating model decisions and issues with senior modeling leads, business teams and Model Risk Management.