Model Validation Role - Investment Bank

Model Validation Role - Investment Bank

Role :

- Model development/model monitoring/ model validation role in the financial services industry

- Monitoring and Analysis of Decision, Impairment and Basel suite of models across banking portfolios including Mortgage, Cards, Loans, SME etc.

- Documentation of monitoring reports as per the standard guidelines and presentation of the same to various decision making committees

- Drive and provide support in the Model Management decision making, model improvements and governance activities

What will you be doing?

- Perform regular/annual review of credit risk models (capital, impairment, application, behaviour) used across business

- Ensure adherence to model review calendar and governance

- Present reports to monitoring review committee (comprised of senior managements from Development, Monitoring, Strategy, Capital/Impairment and Model Owners) for formal review and sign-off

- Perform additional deep dive and ad-hoc analysis if requirement arises

- Act as an interface with stakeholders to identify and resolve action items

- Identify process improvement opportunities through innovative techniques of analysis/automation

Pankti
Tel. : 91 - 89282 95062