Senior Analyst/Manager - Decision Sciences - Model Risk Management

Senior Analyst / Manager - Decision Sciences (Model Risk Management,)

Skills/Experience Required:

- Minimum 2-3 years of experience of financial model validation/development experience in Risk Management in Wholesale domain

- Proficiency in SAS / R, Python(Mandatory) MS Office tools like Excel & PowerPoint

- Proven expertise in using statistical algorithms for solving diverse business challenges and creating significant business value

- Candidate should have worked on wholesale AIRB/CCAR models and have basic understanding of Wholesale Model Development and Validation. Candidate should have basis understanding of different wholesale portfolios such as Corporate, NBFI's, SME, MME and Large and global enterprises etc. He/she should be able to validate models used for different regulatory perspective such as OCC/FRB, EBA Guidelines and PRA regulations.

- Candidate should have good understanding of various stress testing models such as CCAR/PRA (PPNR and Business Finance Models) and various other mandatory regulatory expectations for US such as OCC guidelines and OCC 11-7. familiar with concept of time series modelling and its use in different stress testing exercises.

- Enthusiasm for proactively seeking, exploring and developing use cases for new data and/or tools/wider industry trends

- Candidate should be able to go through vast range of documentation and come up with concise set of questions highlighting model risk in the model.