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04/07 Dona
Recruiter at Pylon Management Consultancy

Views:65 Applications:16 Rec. Actions:Recruiter Actions:5

PPNR Model Validation Role - Bank (2-4 yrs)

Bangalore Job Code: 1120118

Opportunity into PPNR model validation role with a global bank


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

Women-friendly workplace:

Maternity and Paternity Benefits

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