Credit Risk Model Validation Role - Big4

We are hiring for One of the Big4 for permanent position for Credit Risk Model Validation (CRMV) role.

Responsibilities for Credit Risk Model Validation:

- Model development/validation/audit/review primarily for one or more credit loss forecasting models in either retail or wholesale domain primarily for IRB models as well as for IFRS9/CECL/CCAR/DFAST reporting including PD/EAD/LGD component models.

- Validation process involves understanding of the relevant regulatory requirements, development document, testing and benchmarking using SAS, R or Python and report writing.

- Assist with other model development/validation activities in Underwriting scorecard, Credit Scoring, behavioral models, economic scenario models or automation activities related to validation when required