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450
Applications:  141
Recruiter Actions:  37

Posted in

Consulting

Job Code

1249040

Analyst/Senior Analyst/Manager - Model Risk Management - BFS

Posted 1 year ago
Posted 1 year ago

Skills/Experience Required:

- Minimum 1-3 years of experience of financial model validation/development experience in Risk Management in Wholesale domain

- Master's / Bachelor's degree in Mathematics/Statistics/Economic/Engineering/Computer Science/Management or any other quantitative fields of study

- Proficiency in SAS / R, Python MS Office tools like Excel & PowerPoint

- Proven expertise in using statistical algorithms for solving diverse business challenges and creating significant business value

- Candidate should have worked on wholesale AIRB/CCAR models and have basic understanding of Wholesale Model Development and Validation. Candidate should have basis understanding of different wholesale portfolios such as Corporate, NBFI's, SME, MME and Large and global enterprises etc. He/she should be able to validate models used for different regulatory perspective such as OCC/FRB, EBA Guidelines and PRA regulations.

- Candidate should have good understanding of various stress testing models such as CCAR/PRA (PPNR and Business Finance Models) and various other mandatory regulatory expectations for US such as OCC guidelines and OCC 11-7. Person should be familiar with concept of time series modelling and its use in different stress testing exercises.

- Enthusiasm for proactively seeking, exploring and developing use cases for new data and/or tools/wider industry trends

- Candidate should be able to go through vast range of documentation and come up with concise set of questions highlighting model risk in the model.

- Excellent written and verbal communication skills. Ability to develop and effectively communicate complex concepts and ideas

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Posted By

Job Views:  
450
Applications:  141
Recruiter Actions:  37

Posted in

Consulting

Job Code

1249040

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