Director - Risk Modeling - Credit Risk Segment - Bank

Note: We are looking for Female candidates only.

Currently hiring for client based in Mumbai/HYD

Co Name: Leading Banking MNC

Designation : Director

Experience: 10+yrs

Role: Are looking for a Model Validator to :

- Assess the conceptual soundness and methodology of models

- Check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.

- Review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)

- Assess model risk, including model robustness analysis, identification of limitations, and their assessment

- Document the assessment to the required standards

- Collaborate with model developers and communicate with key stakeholders across the institution.

Requirement : Strong quantitative analytic and modelling skills

- Solid knowledge of econometric models used for forecasting macroeconomics and financial variables (ARIMA, VAR, ECM, PCA, etc.)

- Master's or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial maths, statistics, engineering, physics, mathematics) and preferably a few years of experience in risk modelling, model validation or related fields

- Proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues

- Strong communication and writing skills and the ability to explain technical topics clearly and intuitively, both written and orally

- Good computing and programming (coding) skills and experience utilizing programming languages such as R or Python