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Avanika Singh Chauhan

Team Lead at Techsist Solution

Last Login: 09 October 2023

499

JOB VIEWS

132

APPLICATIONS

59

RECRUITER ACTIONS

Job Code

869675

Market Risk Role - Model Validation - Big4

1 - 8 Years.Bangalore
Posted 3 years ago
Posted 3 years ago

- Model development of one or more of CCAR/DFAST/ IFRS 9 modelling and PPNR including Stress Testing, Balance Sheet forecasting, VAR, Stressed VAR, Expected Shortfall, Deposit Modelling/PD/EAD/LGD, Loss Forecasting, Underwriting scorecard, Credit Scoring and other behavioural models)

- Advanced statistical and quantitative modelling skills (linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, CHAID and other data mining/predictive modelling skills)

- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation and its fit-for-purpose, designing to evaluate the model's predictive power and its robustness uncertainty through the development and use of alternative benchmark models

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Posted By

user_img

Avanika Singh Chauhan

Team Lead at Techsist Solution

Last Login: 09 October 2023

499

JOB VIEWS

132

APPLICATIONS

59

RECRUITER ACTIONS

Job Code

869675

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