PPNR Model Governance

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profile Job Location:

Bengaluru - India

profile Monthly Salary: Not Disclosed
Posted on: 20 hours ago
Vacancies: 1 Vacancy

Job Summary

Job Description:

  • PPNR Governance & Oversight

  • Support the end-to-end governance of all firmwide PPNR models ensuring adherence to internal policies regulatory expectations and audit standards.

  • Coordinate model review cycles approvals and sign-offs with Business Finance Treasury and Risk teams.

  • Maintain high-quality model documentation including governance artefacts assumption logs validation responses and committee materials.

  • Facilitate governance forums track action items and ensure timely closure of remediation points.

  • Program Management & Stakeholder Coordination

  • Act as a central liaison among cross-functional teams to ensure smooth delivery of PPNR model enhancements refreshes and regulatory submissions.

  • Develop and maintain project plans timelines and reporting dashboards to monitor progress.

  • Support senior leaders with clear concise presentations for governance committees and management reviews.

  • Modelling Support

  • Provide analytical support to teams developing econometric forecasting models for key balance sheet and income statement line items.

  • Contribute to analysis related to NII Non-NIR IRE EVS and other interest-rate-risk metrics as required.

  • Apply a working understanding of statistical concepts such as panel regressions and error-correction frameworks when reviewing model outputs.

  • Assist in model sensitivity analysis basic performance checks and interpretation of key trends.

  • Policy Controls & Compliance

  • Contribute to the development maintenance and review of PPNR-related model governance policies standards and procedures.

  • Ensure consistent application of governance controls across modelling teams and business stakeholders.

  • Ensure compliance with relevant regulatory frameworks such as CCAR IFRS9 IRRBB and internal risk-governance standards.

  • Data & Research Support

  • Extract and review financial and operational datasets to support modelling teams and governance reviews.

  • Prepare analytical summaries commentary and supporting documentation for senior management and audit reviews.

  • Conduct research on evolving regulatory expectations best practices and industry trends relevant to PPNR modelling and governance.

Job Description: PPNR Governance & Oversight Support the end-to-end governance of all firmwide PPNR models ensuring adherence to internal policies regulatory expectations and audit standards. Coordinate model review cycles approvals and sign-offs with Business Finance Treasury and Risk t...
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Key Skills

  • Python
  • C/C++
  • Fortran
  • R
  • Data Mining
  • Matlab
  • Data Modeling
  • Laboratory Techniques
  • MongoDB
  • SAS
  • Systems Analysis
  • Dancing