Strong experience in Risk Modelling
- Responsible for running the risk model, preparing in depth model review, documents and reports of loss estimates of client's portfolio and developing and performing various quality assurance checks
- Assisting in implementation of various risk models with model, research, analytics and software team. Responsibilities include reviewing the theoretical assumptions
- Responsible for creation of test plan according to the requirement of the model; verify, validate and execute the entire plan
- Expertise in conceptualizing business problem into a tangible deliverable (an exhaustive report), model documentation and validation report writing, exposure to BASEL norms
- Responsible for setting up independent benchmarking tools for testing of various scenarios and boundary conditions of complex models and the implementation of the model
Didn’t find the job appropriate? Report this Job