Responsible for being validator for a wide range of models like IRRBB, credit risk, market risk, counterparty credit risk, fraud detection, Stress Testing, AML and forecasting modelsReview, critical assessment and challenge of models on conceptual soundness, assumptions and limitations, data, developmental evidence in support of modeling choices, performance, implementation and documentationProvide expert advisory on Risk Modelling practices and principlesReview and critical assessment of ongoing model monitoring activitiesDesigning and delivering complex solution for Banks and financial institutions with Stake holdersSkills Required
risk modelling, Aml, model validation, Credit Risk, Stress Testing