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Model Validation / Model Risk Management - Market risk / Credit Risk

Model Validation / Model Risk Management - Market risk / Credit Risk

ConfidentialBengaluru / Bangalore
9 days ago
Job description
  • 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 models
  • Review, critical assessment and challenge of models on conceptual soundness, assumptions and limitations, data, developmental evidence in support of modeling choices, performance, implementation and documentation
  • Provide expert advisory on Risk Modelling practices and principles
  • Review and critical assessment of ongoing model monitoring activities
  • Designing and delivering complex solution for Banks and financial institutions with Stake holders
  • Skills Required

    risk modelling, Aml, model validation, Credit Risk, Stress Testing

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    Model Validation • Bengaluru / Bangalore

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