- Execute audits of model risk management process.   - Key models within area of responsibility include - Credit Risk Management and Decisioning, Operational Risk Management, Enterprise Risk Management, Basel, CCAR.   - The candidate will execute multiple simultaneous audits of the model risk governance. Audits will primarily focus on the design and operating effectiveness of controls related to end to end model risk life-cycle (including model development, validation, approval performance monitoring, implementation, retirement), evaluate model use and appropriateness given process size and complexity.   The candidate will be expected to :   - Quickly develop a strong understanding of AXPS business model, its products, services, and organizational units.   - Identify and calibrate the primary sources of risk, and design effective audit tests to assess the control environment.   - As a third line of defense, effectively challenge the model developers, model committees, and model validation groups to ensure that the model risks are identified and documented correctly.   - Utilize the department's electronic work papers and other tools.   - Effectively handle larger and more challenging workloads on successive assignments.   - Assist with validation of remediation activities and projects in place to address regulatory gaps. This will involve reviewing applicable regulatory requirements, assessing/ confirming compliance gaps, and evaluating management's remediation activities to confirm that the regulatory requirements are effectively addressed.   - Maintain internal audit competency through ongoing professional development  - This role may be subject to additional background verification checks.  - Advanced degree in Science, Mathematics, Statistics, Financial Engineering, Economics, Business or related analytical field   - Five or more years of work experience in the financial industry, preferably in Banking Industry   - Experience in Credit Risk Models (PD, LGD, EAD, ECAP) or Operational Risk Models, and/ or Market Risk Models and/ or CCAR models and framework.   - Experience in model development and/or model validation   - Strong knowledge of financial mathematics and applied statistics.  - Relevant Professional Certification (FRM/ PRM, CFA or equivalent) preferred   - Proficiency in spreadsheets, dynamic tables and designing queries for large data bases.  Satyajeet 9718481863

Delhi NCR

Manager - SAS Analytics - Modeling - BFSI 

Manager - SAS Analytics - Modeling - BFSI  ,Job Description for Manager - SAS Analytics - Modeling - BFSI  in BuzzHire in  Delhi NCR for (5-9) years of experience. Apply Now!

Job Description for Manager - SAS Analytics - Modeling - BFSI  in BuzzHire in  Delhi NCR for (5-9) years of experience. Apply Now!