jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
31/10 Dhonika Joshi
Headhunter at ABC Consultants

Views:39594 Applications:487 Rec. Actions:Recruiter Actions:103

VP - Model Validation - BFSI (10-14 yrs)

Mumbai Job Code: 759350

JD

Candidate will get exposure to modeling in a wide variety of risk areas such as credit risk, market risk, operational risk etc.

Responsibilities

- Be expected to lead and manage independent validation reviews across a wide range of core Risk Capital or other business-impactful models used throughout the bank. Meeting business needs and regulatory expectations with responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying assumptions and associated limitations, performance and optimal use of the model, etc.

- Review, verify and validate risk models for theoretical soundness, testing design and identification of model weaknesses, ensuring ongoing monitoring as well as contribute in the firm-wide model risk and control assessment.

- Be expected to demonstrate independence in planning and stakeholder engagement, testing design and execution, results interpretation and presentation, and the production of documentation strong enough to evidence a sound challenge to both internal and external parties.

Looking for :

- Experience in data management and analysis or in Front Office IT would be an advantage.

- Good knowledge including programming experience of software applications such as R, Matlab, SQL and SAS.

Women-friendly workplace:

Maternity and Paternity Benefits

Add a note
Something suspicious? Report this job posting.