Credit Risk Model Validation & Monitoring Role - Investment Bank

- 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.