Manager/AVP - Credit Risk Model Development & Validation - FinTech

We are hiring for our Fintech client based out of Hyderabad

Position: Manager / AVP (Credit Risk Model Development and Validation)

(Different positions for the development and validation teams)

Location: Hyderabad

Timings/Shifts: EMEA (02.00 Pm - 11.00 Pm)

Skills (For model Development) : 

- Looking for individuals with experience in model development. Candidates with End-to-end model development experience would be given preference.

- Serve as a key contributor and lead analyst supporting model development for various models (ALLL, Loss Forecasting, Stress Testing, Capital Planning and CECL)

- Perform in depth analysis on large data sets, and prepare analysis and reports to support discussions on key analytics and model risks

- Support development, documentation, implementation and monitoring of ALLL and capital stress testing models using SAS/Python or R

- Work closely within the credit organization to validate accuracy and performance of statistical models and to identify issues requiring further investigation

- Assist in development/understanding of vendor models to ensure accuracy and relevancy

- Provide independent research and analysis to support conceptual soundness of key models

For Validation : 

- Looking for individuals with experience in reviewing and validating complex credit risk models. (Independent review/ independent pricing review)

- Serve as a key contributor and lead analyst supporting independent model validation for various models (Credit, Finance, ALLL, Loss Forecasting, Stress Testing, etc)

- Lead the review and maintenance of relevant model and model validation documentation, perform in depth analysis on large data sets, and prepare analysis and reports to support discussions on key analytics and model risks

- Work closely within the Risk organization to validate accuracy and performance of statistical models and to identify issues requiring further investigation

- Validate external vendors models to ensure accuracy and relevancy

Gautam M Gajula
Credence HR Services
Call: 7410033320