jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
25/05 Kopal Sharma
Consultant at Gi Group - Elixir Consulting

Views:292 Applications:60 Rec. Actions:Recruiter Actions:0

Model Monitoring/Model Validation Role - Bank (0-8 yrs)

Gurgaon/Gurugram Job Code: 1101077

No .of positions : 5

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 :

- 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

Women-friendly workplace:

Maternity and Paternity Benefits

Add a note
Something suspicious? Report this job posting.