Model Risk Management Role - CCAR/AIRB/Wholesale Risk

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

- Proficiency in Python/ R/ SAS and 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 wholesale AIRB/CCAR models and have basic understanding of Wholesale Model

- Development and Validation. Candidate should have basis understanding of different wholesale portfolios such as Corporate, NBFI's, SME, MME and Large and global enterprises 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 or Basel II and III regulatory models. 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.