Credit Risk Modeling Role

Credit Risk Modeling Role

Responsibilities:

- The work would primarily involve use of customer/operational data and application of statistical tools and techniques to achieve following

- Basel model development activities for Risk analytics team

- Support ongoing and continuous enhancements of the model monitoring framework/ tool to ensure compliance with regulatory as well as business requirements

- Continuous monitoring of models \ forecasting trends in place and provide analytical recommendations for the same to the senior management.

- Basel Modeling team is responsible for development, validation along with remedial actions in case of any concerns in the regulatory/ business models/scorecards. The team manages the entire lifecycle of regulatory/ financial models including model building, validation, documentation, model remediation actions, seeking relevant approval. The team ensures compliance to standards per Regulators, Credit FIM (i.e. Functional Instruction manual), IMR (Independent Model Review) and internal audit.

Requirements:

1. Act as Subject Matter Expert in Basel Model development domain independently leading projects and working directly with business to deliver high quality output.

2. Ensure Basel model development and maintenance is in line with HNAH standards.

3. Work with multiple stakeholders simultaneously and deliver in a timely, efficient and effective manner.

4. Ensure adherence with all the applicable compliance policies (Data security policy, AML, operational risk, Functional manual, HNAH Compliance Manual, Audit recommendations, Internal Control requirements, regulatory guidelines etc.) and business standards of Organization as applicable. Take timely action on Audit and IMR comments and be able to demonstrate compliance with Internal controls