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23/06 Pragati K
Director at TalentCo Search Pvt Ltd

Views:106 Applications:33 Rec. Actions:Recruiter Actions:11

Manager - Model Monitoring - KPO (1-10 yrs)

Gurgaon/Gurugram/Bangalore Job Code: 1114942

Model Monitoring Position

Role Details: We are seeking a strong credit rating/PPNR/CCAR models professional with experience in monitoring, validation, implementation and maintenance of credit risk models for use throughout the retail portfolios of bank.

Responsibilities :

- Helping the bank with various aspects of model risk management (first line or second line) and regulations

- Perform all required tests (e.g. - model performance, sensitivity, back-testing, etc.)

- Interact with model governance team on model build and model monitoring

- Work closely with cross functional teams including business stakeholders, model validation and governance teams

- Deliver high quality client services, including model documentations, within expected timeframes

Requirements :

- Minimum 2+ years of experience in executing end to end monitoring/validation/development of credit rating/PPNR/CCAR or PD/LGD/EAD models

- Strong understanding of credit risk and MRM regulatory regime (SR 11-7)

- Experience in performing quantitative analysis, performance and validation metrics generation for portfolios

- Ability to communicate technical information verbally and in writing to both technical and business audiences

- Strong expertise in SAS, Python/R, Excel and SQL

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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