Model Development/Model Validation Role - Retail Risk/Credit Risk/AIRB/CCAR

- Minimum 2-10 years of experience of financial model validation/development experience in Risk Management in Retail domain

- 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 Retail AIRB/CCAR models, BAU scorecards, Credit Risk strategies and have basic understanding of Retail Model Development and Validation. Candidate should have basis understanding of different Retail portfolios such as Credit Cards, Mortgage, PIL, 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 (Loss Forecast 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.