Model Risk Management Role - BFSI

Model Risk Management Role :

- Risk department model risk with credit risk,

- Model risk management (MRM) responsible for validation of credit and regulatory market risk models, Credit Risk IFRS9 Financial Risk Management (FRM)

- Provided Statistical and Modeling Support to Bank in Implementing FIRB Approach for Measuring Credit Risk

- Validated PD and LGD Model of the Bank

- Having Experience in Credit Risk Modeling, PD and LGD Model Development and Validation who was supporting for Indian client Indian Bank Indian regulatory, Indian regulator, say RBI who know to write a report var/SVAR/ FRTB, EEPE, CVE, IRE/CRM, stress tests etc.

- IRB, IFRS9, ICAAP, internal portfolio risk model etc.

- Looking from Indian bank or Big4

- 5-10yrs of exp

- Work location : Bangalore