25/11 Sweta Priya
Consultant at Elixir

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Model Validation Role - CCAR/PPNR - BFSI - PhD (1-7 yrs)

Bangalore/Mumbai Job Code: 867136

Key Responsibilities:

- Review and validate new and existing model and framework, provide effective challenge, ensure validation work quality.

- Help manage model risk across the model lifecycle including model validation, performance evaluation and annual model reviews.

- Challenge and continually improve MRM Guidance on modeling approaches and model performance testing.

- Contribute to strategic, cross-functional initiatives within MRM organization.

There will be plenty of learning and growth opportunities with this position, from both technical and leadership perspective. The incumbent will be exposed to different areas of business operations and a variety of modeling approaches, including machine learning on top of industry-standard tools.

Qualifications :

- Minimum of Master's degree in a quantitative field (Statistics, Mathematics, Physics, Engineering, Computer science, etc.)

- Higher academic qualifications and/or certifications such as a PhD, a second Master's degree, CPA or CFA is a plus

- Must have a strong background in statistical modelling techniques.

- Good understanding of Model Risk Management.

- Strong written and oral communication skills.

- Masters Compulsory

Women-friendly workplace:

Maternity and Paternity Benefits

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