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20/11 Preeti Sethi Saraswat
Key Account Manager at Mastermind Network

Views:288 Applications:56 Rec. Actions:Recruiter Actions:17

Model Validation/Model Monitoring Role - BFSI (4-7 yrs)

Gurgaon/Gurugram/Mumbai Job Code: 866007

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

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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