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13/03 Dhonika Joshi
Headhunter at ABC Consultants

Views:42271 Applications:569 Rec. Actions:Recruiter Actions:110

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

Mumbai Job Code: 808508

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.

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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