Modelling experience : Considerable experience in model validation of, at a minimum, PD, EAD and LGD models for IRB and / or IFRS 9 across retail and / or corporate portfolios.
Coding proficiency : Demonstrable proficiency of coding in the Python programming language and supporting environments (e.g. Visual Studio).
Experience : Minimum 10 years of experience in Model Risk and Validation.
Model Validation • mumbai, maharashtra, in