Key Account Manager at Mastermind Network
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Model Validation/Monitoring Role - Financial Services (6-10 yrs)
We are hiring for a leading Financial KPO based at Mumbai & Gurgaon
Experience : 6-10 yrs in Analytic, Model Validation for Credit risk/Market risk Models
Education : Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science.
Role & Responsibilities :
- Responsible for Validation/development of Credit risk/ Market Risk models like PD/ LGD, Var Models, IFRS9, Basel Models, Operations risk, Liquidity Risk Modeling
- Model validation including conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation
- Development and implementation of effective testing plans and testing code to critically challenge models through empirical analyses and to verify model implementation
- Experience in validation of Credit risk/Market Risk Models across various classes
- Review, critical assessment and challenge of models on conceptual soundness, developmental evidence in support of modeling choices, performance, implementation and documentation
- Excellence in probability theory, stochastic processes, partial differential equations, numerical analysis, option pricing theory (quant models for pricing and hedging derivatives).
- Strong statistical analytics skills and knowledge of advanced statistical analysis tools including SAS, Python & R