Consultant Expert - MRM - Credit Risk Model Validation - Retail Banking

Hybrid Model twice a week mandatory

Job Description:

We are seeking a Model Validation Analyst with the following qualifications:

1. Experience with credit risk models - including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD). Candidates should possess a strong understanding of IFRS9 and Basel norms.

2. Technical proficiency - Candidates must be proficient in SAS, R, or Python for data analysis and model validation purposes.

3. Experience in model validation - Candidates should have hands-on experience with model validation. Candidates with experience in model development or monitoring will also be considered, provided they are willing to transition into model validation.

4. Focus on Indian Retail banks - Candidates should have experience in the Indian retail banking sector and familiarity with banking regulatory topics. Preference will be given to candidates with experience working with banks