AVP Senior Manager - Model Validation - Credit Portfolio Risk Analytics with a Large Private Bank

Job Profile

• To carry out endtoend validation of PD and LGD models including the review of the model assumptions evaluation of the accuracy of models from qualitative and quantitative standpoint and summarizing the findings in a report.
• Evaluate the adequacy of theoretical framework and model design assess limitations of model results for its intended use and adequacy of model documentation.
• Managing Escalations following up on actionable. Respond to regulator on any queries related to model validation and putting requisite process / controls in place.
• Regular cadence with stakeholder for issue discussions Establishing the process workflow.
• Compliance with bank policies and procedures.
• Process Enhancement and Automation Automate the structured processes to avoid manual efforts and streamline execution.

Skills required:

• Minimum experience of 8 years in credit risk analytics in Banking.
• Prior experience in coding is required in either SAS Python or R.
• Basic understanding of statistical concepts including data analytics statistical modelling techniques model performance tests etc.

Candidate Profile:

Looking for a candidate with 7yrs exp in credit risk analytics model validation of PD LGD models.

model validation,credit risk analytics,PD,LGD,IRB models