Team Lead - Recruitment (Analytics) at Aarch Solutions
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Credit Risk Model Validation & Monitoring Role - Investment Bank (4-12 yrs)
- Work as a risk analytics expert who can play a key role any kind of Validating or monitoring or development of risk models and monitor them as per requirement
- Primarily validation and monitoring of credit risk models (PD/EAD/LGD/CCAR/PPNR/CECL/IFRS) for Wholesale/Retail portfolio. Acts as an important contact for credit risk models with regulators & Model Validation Group
- Resolve complex issues in modeling credit risk rating models PD/EAD/LGD used in the calculation of economic and Basel capital
- Supports internal risk rating system. Ensures that the risk rating system framework meets needs of internal constituents and regulatory requirements.
- Works with Credit Risk Management Group to ensure that risk management policies/processes and quantitative modeling approaches are consistent.
- Ensures that risk rating models meet both internal corporate needs & regulatory requirements related to Basel II.