Key Account Manager at Mastermind Network
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Model Validation/Model Monitoring Role - BFSI (4-7 yrs)
We are hiring for a leading Financial organization based at Gurgaon/Mumbai.
Position : Manager- Model Monitoring
Experience : 4-7 years in Model Monitoring/Model Governance/Model Testing in Credit Risk/ Market risk domain
Education : Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science/ B.tech
Role & Responsibilities :
- Responsible for Model Governance/Model validation/Model monitoring of Quant/Market risk models.
- Involved in model validation for credit risk models, capital models, loss forecasting models, treasury and balance sheet models, wholesale models, PPNR models
- Review, critical assessment and challenge of models on conceptual soundness, assumptions and limitations, data, developmental evidence in support of modeling choices, performance, implementation and documentation
- Development and implementation of effective testing plans and testing code to critically challenge models through empirical analyses and to verify model implementatio
- Review and critical assessment of ongoing model monitoring activities
- Writing of technical reports for distribution and presentation to model developers, senior management, audit and banking regulators
- Work with technology team to streamline our processes and enhance data integrity and control
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