Model Audit : Wholesale Credit Analyst

Role & responsibilities

The role of Auditor involves :

• Review and assess the model governance, development, validation, documentation, and implementation to evaluate the effectiveness of the scoring, economic capital, and rating models using statistical, machine learning techniques.
• Drafting of detailed audit reports with assessment details, preparation of supporting workpapers, clearly documenting the observations noted with implications and recommending corrective actions to auditee.
• Review and assess the model governance, development, validation, documentation, and implementation to evaluate the effectiveness of the scoring, economic capital, rating and other models using statistical, machine learning techniques.
• Automate audit testing by utilizing a variety of modeling, data analysis, and programming tools.
• Identifies anomalies, trends, and risks by analyzing large, complex data sets.
• Ability to evaluate models across multiple functional domains, such as wholesale, retail, fraud, etc.
• Proficiency with Python / R, SQL Server, SAS, Excel, JIRA, Bitbucket.
• Opportunity to contribute to one or more areas of audit covering risk function like audit of Credit Risk, Market Risk, Operational Risk, Pillar II, ICAAP, ERM, Fraud Risk as per RBI guidelines.

Preferred candidate profile

Skills Required

Documentation, Market Risk Management, Sql Server, Sas, Excel, Jira, Bitbucket