Role details

Financial Modeler - PPNR/CCAR

New York   •  Temporary

Bullet points

  • Financial Modeler with Banking Industry experience
  • PPNR, CCAR, Regulatory exposure needed to fulfull this position

About Our Client

  • International Bank

Job Description

This team is responsible for the development of stress testing financial modeling for the investment banking, capital markets and global markets divisions.

The current initiative for this role will heavily involve the analysis of existing models and process related to CCAR and Regulatory needs, model development and model documentation for the Quantitative Models.

Focus on PPNR / CCAR Projects and Modeling

The Successful Applicant

Experience in developing risk models, risk modeling

Experience documenting models

Quantitative skill set, statistical analysis experience

Excel, R, SAS

What's on Offer

Competitive compensation

Apply for this job

Click the Apply or LinkedIn button below or contact Cara Shiffman quoting job reference 1210886
As you are using an Apple iOS device we are unable to offer you the CV upload function. Please apply with your Linkedin profile below or contact Cara Shiffman quoting job reference 1210886