AVP - Model Validation - Regulatory/Credit Risk Models

We are hiring for a leading Financial organisation based at Delhi/NCR

Position :

Experience : 5-10 yrs in Model Validation Model testing - For financial Services in Credit risk/ Regulatory (Basel/ Capital/ Stress) Models.

Education : B.Tech/Masters / MBA - with good exposure in Credit risk/ regulatory models.

Role & Responsibilities :

- Responsible for being validator for a wide range of models used in IRB (Basel/Capital), Impairment (IFRS9)

- Independently performing and documenting analysis and testing of risk models as well as performing and documenting reviews of other model types when required.

- Provide independent review (IR) and challenge of all quantitative and qualitative processes categorized as models (Credit Risk, WS IFRS9, Capital Models etc.) under the MRM framework to a high degree of depth, as required by and detailed in the Bank's policies and standards.

- Produce high quality model validation reports, with a particular focus on noting limitations, weaknesses and assumptions

- Perform technical analysis and/or build alternative benchmarks to new and existing models, in line with the requirements set out in the bank's standards and policies.

- Support the development and review conformance with appropriate policies including Group Model Risk policy.