Model Validation - Banking

Model Validation-Banking

Location : Chennai

Experience : 1-6 years

Skills :

Model Validation, Model testing, SAS, credit risk (Retail/ Wholesale) analytics

Process Delivery :

- Develop good understanding of the Basel Models and Operational Scorecards in Retail, Business banking and Commercial portfolios to prepare Model Monitoring / Annual Review / validation for the models / scorecards.

- Independently handle complex ad-hoc projects including, analysis / queries on monitoring / annual review / PRA requests / Model actions / issues raised in Committees especially through use of data driven and statistical analysis.

- Working with and understanding raw data from a variety of source systems for subsequent analysis.

- Develop and maintain service standards for customers and stakeholders.

- Ensure that data is ready and signed off for model monitoring / annual review purposes

- Update the SAS codes for monitoring / annual reviews with the recent and signed off data

- Modify the user documents (BAU documents) and keep them updated

- Review manual errors and put the control points to avoid future occurrence

- Responsible for Submission and Accuracy SLAs.

- Ensure review of all tasks is completed (Maker - Checker) before submission to On-shore.

- Should be able to do problem solving independently for issues faced in tasks allocated.

Masters in Statistics / MBA in Finance with exposure to SAS, SQL and MS Office and exposure to credit risk or lending with around 3 to 4 years of experience in Credit Risk Domain

Certification in SAS - Base SAS Certification and working knowledge in SAS Enterprise Guide is an added advantage

CFA, FRM (Preferred) :

- Good Knowledge of Financial products, Credit Risk and Regulatory Guidelines including CRR, Basel II & III.

- Experience in Model Monitoring, Validation and Reporting of Credit Risk Measures: PD, LGD, EAD, RWA etc.

- Good working experience and expertise in SAS Tools (SAS EG 4.3 / PC SAS)

- Data analysis skills with large complex structures and volumes including reconciliations with commentary analysis

- Knowledge of wide range of bank lending products. Preferable that experience is focussed in retail and commercial (small / medium businesses) portfolios.

- Excellent communication skills, both written and verbal.

- Ability to translate complex and statistical techniques into communicable concepts for stakeholders.

If feel interested kindly revert ASAP with your updated CV & following details:

Current CTC:
Expected CTC:
Notice Period:

Vanita Duggal
Consultant
Experis, ManpowerGroup