Developed models on granular segments of balance sheet and income statement line items as part PPNR forecasting approach used for CCAR and IRRBB as mandatory compliance of Federal reserve.
• Responsible for data accumulation, transformation, and validation for end-to-end development of models underlying Underwriting & Advisory, Corporate Finance and Corporate Banks, forecasting next 9 quarters. Developed a statistically robust and stable model with a strong business rationale ensuring all key assumptions are reasonable and internally consistent.
• Worked towards understanding key PPNR challenges, kept close business involvement, and secured business approvals at every stage of the model development process.
• Designed Model configuration file, designed, and analyzed data transformations, developed expert judgement model documentation.