Collaborate with senior managers and decision makers, and deliver results consistent with management objectives.Deploy and maintain PPNR and Revenue transfer pricing models, defend models in central challenge forums, integrate models with MEF, and facilitate usage of models in internal planning processes.Use knowledge of financial products to develop and maintain market risk and quantitative pricing models, develop documentation and reporting, and implement analytics models within a quantitative library.Respond to queries related to the models and perform further tests where required.

Work with external teams and stakeholders in IT, Risk, Finance, and Model Validation on validating and stress testing models, building challenger models, in accordance with regulatory requirements such as Basel, Comprehensive Capital Analysis and Review (CCAR).

Provide analytical support to the Finance and IT teams for team deliverables and interactions.

Perform validation, calibration, and testing of models to ensure adequacy, and provide support for present risk applications and models.

Analyze and define data requirements, business revenue segmentation, business drivers, and applying judgment and statistical tests.

Formulate and apply mathematical and statistical modeling, theoretical modeling, empirical-testing, historical back-testing, statistical analysis of relevant market data, numerical implementations of analytical modules, and model and methodology documentation.

Work on compliance of models and documentation with SR 11-7.

Develop and maintain quantitative models and methodologies used for business financial planning, generating regulatory reporting requirements (Y9-C, 14A, Q, and M) and forecasting Pre-Provision Net Revenues (PPNR), using SAS, RStudio, Python, or R.

Quantitative Modeler and PPNR Team Lead, Director

Rstudio for python