Consultant at Asterion
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Associate Manager - Credit Risk Model Monitoring - IFRS (2-6 yrs)
These roles are with A Leading MNC Bank, Based out of Bangalore:-
- Understand credit risk IRB, IFRS9 and Pillar 2 Stress Testing models for the measurement of PD, EAD and LGD for the Corporate, Institutional, and Commercial book and monitor the model performance based on the regulatory/internal requirements
- Investigate if there is any breach in the test and coordinate with the modeller on the remediation plan, or action as required
- Work on the end-to-end model monitoring (PD, EAD, LGD) cycle, from data gathering and the documentation and presentations to key stakeholders
- Maintain and continue to upgrade the monitoring process based on modeller, model users and regulatory feedback
- Participate in relevant model monitoring implementation and its user acceptance test to ensure monitoring tests are appropriately implemented
Ideal Candidate:-
- 2-6 Years of Experience in quantitative analytics with a clear ability for understanding the model and analysing data
- Analytical and independent thinker with strong written and verbal communication skills
- Knowledge of banking risk management and Basel/CRR/EBA/IFRS 9 would be a plus
