Model Validation Role - Credit Risk - Bank

Client is a well known bank and rated among its peer group.

Role details :

Candidates must be well versed with Credit Risk model creation / validation across various business units of the bank, be able to opine on the utility of the credit risk models in business decision-making processes.

Should be preferably working with Banks or Consulting Firms.

Role specs :

- Strong work experience and/or in-depth practical understanding of Credit Risk models.

- Work expertise and good practical understanding of Statistical modeling techniques.

- Strong work experience and practical understanding of at least one or more of the following regulatory regimes: US (FRB/OCC), UK (PRA/ECB), CBUAE (MENA), RBI (India), MAS (Singapore), HKMA (Hong Kong).

- Strong work experience and /or in-depth practical understanding of Credit Risk models - PD, EAD, LGD models from either model development or model validation standpoint.

- High quality Report writing skills from either Model Development or Model Validation perspective factoring the regional regulatory guidelines/framework and Standard Operating Procedures.

Candidate specs :

- Must have worked in Market Risk role including Model Validation.

- Preferred from Commercial Banks / Consulting Firms.

- CA/ MBA / Stats or Maths major from well known institutes.