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20/11 Preeti Sethi Saraswat
Key Account Manager at Mastermind Network

Views:306 Applications:91 Rec. Actions:Recruiter Actions:13

AM/Manager - Model Validation - Credit Risk Models - BFS (2-6 yrs)

Mumbai/Hyderabad Job Code: 1339858

Model Validation (Credit risk)

We are hiring for a leading Financial organisation based at Mumbai/ Hyderabad

Position :

Experience : 3-6 yrs in Model Validation/ development/ Model testing - For financial Services with good in SAS, Python or R programming skills

Education : Masters / MBA - in Economics, Mathematics, Statistics, Finance, Computer science

Role & Responsibilities :

- Responsible for being validator for a wide range of models like PD/EAD/LGD/IFRS9 models used for stress testing and other credit risk management purposes

- Review, critical assessment and challenge of models on conceptual soundness, assumptions and limitations, data, developmental evidence in support of modeling choices, performance, implementation and documentation

- Development and implementation of effective testing plans and testing code to critically challenge models through empirical analyses and to verify model implementation

- Review and critical assessment of ongoing model monitoring activities

- Provide independent review (IR) and challenge of all quantitative and qualitative processes categorized as models (Credit Risk, WS IFRS9, Capital Models etc.) under the MRM framework to a high degree of depth, as required by and detailed in the Bank's policies and standards.

- Produce high quality model validation reports, with a particular focus on noting limitations, weaknesses and assumptions

- Support the development and review conformance with appropriate policies including Group Model Risk policy.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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