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HR Consultant at Credence HR Services
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Model Risk Auditor - Investment Bank (4-10 yrs)
Career opportunity in one of the leading Investment bank - Mumbai.
Role - Model Risk Auditor
Job requirement -
1. Review and assess the model development and independent model validation performed by the Company based on review and testing of the development and validation processes and documentation
2. Investigating key aspects of each model under review, incl. model documentation, model selection, input data, theoretical construction, implementation (independent calculation) and model governance (inventory related models, issues, escalation, agreed actions, approvals/limitations and/or conditions of use) with reference to internal policies and regulatory requirements (e.g. FED SR11/7)
3. Participation in working groups addressing modeling issues and the model control environment
4. Reviewing findings with colleagues in different audit groups including business and subject matter experts
5. Verifying effective controls and procedures to mitigate for model risk and residual uncertainty
6. Documenting the testing performed
Qualifications
1. A university degree in econometrics, quantitative finance or equivalent
2. Experience in model risk assurance activities (internal/external audit, independent validation or regulatory environment) and understanding of risk and/or pricing modelling in the financial industry
3. Ability to manage team assignments.
If you find role suitable then please revert with your updated resume along with below mentioned details:
Current CTC -
Expected CTC -
Notice period -
Priya
Credence HR Services
Mobile: +91-7410044843
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