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21/10 Arunmozhi N G
Human Resources at Tata Consultancy Services Limited

Views:261 Applications:40 Rec. Actions:Recruiter Actions:0

TCS - Model Validation Role - Risk (5-14 yrs)

Anywhere in India/Multiple Locations Job Code: 994617

- Work with a Leading Bank's Risk Management team on specific projects/requirements pertaining to Model Risk Management

- Carry out Model evaluations as per the requirements outlined in the Consumer Model Risk Management Policy for CECL , CCAR, ,PPNR

- Support MRM team leads in model evaluation of Very High/High/Medium High Risk Level models and related transactions

- Utilizing SAS, Interthinx (ITX) and other Microsoft Office products, identify key model soundness, development, and implementation issues, and recommend solutions to mitigate them.

- Perform Independent Validation including but not limited to model eligibility assessment through updating the model validation reporting templates toward model risk management reviews

- Prepare documentation as per business requirements. Review loss forecasting, stress testing and macro-economic forecasting models; OR writing model validation reports based on his / her judgments of the evaluations results.

- Take complete ownership of the project and co-ordinate with customer and all other stakeholders

- Strong Modeling Experience specifically in Loss forecasting and CCAR CECL

- Having exposures to regulatory guidance around model validation, Understanding of Fed CCAR Guidelines

- Exposure to Look ahead Model Software (ITX)

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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