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31/08 Preeti Sethi Saraswat
Key Account Manager at Mastermind Network

Views:516 Applications:118 Rec. Actions:Recruiter Actions:17

Manager/Assistant Vice President - Model Development/Validation - Credit Risk - Financial Services (2-8 yrs)

Delhi NCR Job Code: 1148320

Mgr/AVP- Model Development/ Validation (Credit risk)


Manager/AVP - Model Validation - Financial Services

We are hiring for a leading Financial organisation based at Delhi/NCR

Position :

Experience : 2-8 yrs in Model Validation/ development/ Model testing - For financial Services with good Python and R programming skills

Education : B.tech/ Masters / MBA - in Economics, Mathematics, Statistics, Finance, Computer science

Role & Responsibilities :

- Responsible for being validator for a wide range of models used in IRB (Basel/Capital), Impairment (IFRS9)

- Independently performing and documenting analysis and testing of risk models as well as performing and documenting reviews of other model types when required.

- Provide independent review (IR) and challenge of all quantitative and qualitative processes categorized as models (Credit Risk, WS IFRS9, Capital Models etc.) under the MRM framework to a high degree of depth, as required by and detailed in the Bank's policies and standards.

- Produce high quality model validation reports, with a particular focus on noting limitations, weaknesses and assumptions

- Perform technical analysis and/or build alternative benchmarks to new and existing models, in line with the requirements set out in the bank's standards and policies.

- Support the development and review conformance with appropriate policies including Group Model Risk policy.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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