Senior Manager

About the role

This role is for a model owner for quantitative models for required regulatory and economic capital for various market and banking products including Credit, Market and counterparty credit risk capital requirements.

What you'll do

• Be the ECM reviewer / challenger for quantitative capital models jointly or solely owned by ECM
• Maintain an end-to-end understanding of the model in BAU and stressed scenarios, including its risks, mitigants, and limitations
• Coordinate with model co-owners and developers to implement required changes to Markets and Banking models
• Manage all model governance and lifecycle activities. Prepare Model Review Templates summarizing key observations for senior management approval
• Partner with Capital Management, MRM, GRA, and Finance to resolve queries and provide accurate, detailed data as needed

What you need

• 6–10 yrs of experience
• Excel
• CFA
• PowerPoint
• Credit risk
• CFA or B.Tech or B.E.

Good to have

• SQL
• Python