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HR Recruiter at New Avenues Consulting
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Retail Validation Role - BFSI (1-5 yrs)
Retail Validation Role
Job Title : Retail Validation
Location : Noida
- Immediate need for ongoing work for IFRS9, IRB, and decision/strategy/risk reward model validation
- Other objectives include support in ring fence bank waiver application, IRB model roll out plan, internal and external auditor field work
What will you be doing?
- Perform technical analyses, benchmarking, build challenger models (if needed) to support the IVU review and challenge process for all new and existing risk models.
- Produce high quality IVU reports and presentations for key stakeholders
- Support the line manager in the IVU team in the approval of model
What were looking for :
- Relevant credit risk working experience
- Advanced understanding of the quantitative techniques used in developing and validating PD, LGD, EAD, and other predictive models and strategies
- Proven expertise/in depth knowledge of one or more of the following areas of model risk management: Scorecard models, regression analysis, reject inference, decision trees, cluster analysis and Machine Learning/neural networks, covering Basel, Application/Behavioural Risk, Value/Risk Reward, Pricing/ Response/Prepayment, Collections etc.
Skills that will help you in the role :
- Able to produce high quality written and spoken communication including reviews of models, risk policies, and presentations for technical and non-technical audiences.
- Highly organised in terms of documentation and follow through, able to deliver against tight deadline
- Ability to work in a high performing team, and the ability to work and liaise with others in a multi-functional team
- Familiarity with FRB/PRA regulations and IFRS9 accounting standards
- Certification in Machine Learning
Education : Masters in Statistics, Mathematics, Economics, operational research field, Engineer, MBA
Experience Essential :
- Should have relevant experience in analytical industry. Hands-on experience in the use of statistical packages, such as SAS, R, Python. Expert user of Microsoft Excel and other
- Microsoft Office tools.
Preferred : Experience in a modeller/validator role in the financial services industry
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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