- Model Validation: Perform multiple independent validation activities for models and quantitative tools developed for IRB, IFRS9 and stress testing. This includes internal models under APS 113 and models used for provisioning. Ensure the models follow sound mythologies and advanced statistical techniques including, but not limited to, various regression techniques, time series analysis and macroeconomic modelling, using Python, R, and SQL. - Accountability: Lead small working groups of 2-3 members, and mentor junior team members. Represent Model Risk Assurance team at project advisory groups and coordinate within the model risk assurance team. Help define the broader validation strategy including clarity with respect to validation methodology, appropriate governance and model risk policy compliance. - Stakeholder Management: Effectively presenting the results of validation work and business implications to internal working groups, technical forums, governance committees or regulatory meetings. Proactively address and respond in a timely manner to developer, audit and regulatory queries and/or issues pertaining to models. Maintain sound relationship with development team BU risk teams and other stakeholders. - Documentation: Thoroughly documenting the validation report, and appropriately challenging the modelling results and the thought process around the choice of modelling methodology, to enable stakeholders to understand the strength and weakness of the final model and assess its impact.

Bangalore

Senior Analyst/Manager - Model Validation - Credit Risk - IRB & IFRS9 

Senior Analyst/Manager - Model Validation - Credit Risk - IRB & IFRS9  ,Job Description for Senior Analyst/Manager - Model Validation - Credit Risk - IRB & IFRS9  in Mancer Consulting Services in  Bangalore for (5-15) years of experience. Apply Now!

Job Description for Senior Analyst/Manager - Model Validation - Credit Risk - IRB & IFRS9  in Mancer Consulting Services in  Bangalore for (5-15) years of experience. Apply Now!