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Consultant I

Consultant I

0 years

|

0 Lacs

Gurugram Haryana India

Posted:5 days ago| Platform:

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Skills Required

monitoring risk model data testing metrics stability

Work Mode

On-site

Job Type

Full Time

Job Description

Perform independent validation and monitoring of credit risk models
Assess model validation and monitoring methodology, assumptions, limitations, and data quality
Conduct conceptual soundness reviews, quantitative testing, and outcome analysis
Review model performance using metrics such as Gini, KS, AUC, PSI, stability and back-testing

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