Credit Risk Model Validator - Bank

Experience : 8 - 12 Yrs

Job description :

Job responsibilities:

- Work with the Bank's risk management team on Basel II/III/ IFRS 9 related projects (PD/LGD/EAD/Roll rate models)

- Carry out model validation in lines with the Bank's model governance and validation framework

- Developing and/or reviewing loss forecasting, macro-economic forecasting models, writing model validation reports and presenting the same to various stakeholders.

- Understanding various modelling and validation methodologies available for loss estimation

- Data analysis and providing analytical insights through appropriate MIS reports

Desired candidate profile:

- Experience in Credit risk scoring models development and/or validation

- Strong analytical skill in conducting sophisticated statistical analysis

- Strong written and oral communication skills

- Good Analytical/Numerical experience and experience with statistical packages such as SAS/R will be a plus

- Attitude to learn and comprehend the periodical changes in the regulatory requirements

Number of years of experience: Minimum 3 years of relevant experience