Credit risk Model validation

3 - 8 years

30 - 35 Lacs

Posted:2 months ago| Platform: Naukri logo

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Work Mode

Remote

Job Type

Full Time

Job Description

  • Independently validate

    credit risk models

    (PD, LGD, EAD, Scorecards, IFRS 9/CECL, Basel) to ensure accuracy, robustness, and regulatory compliance.
  • Assess model assumptions, methodologies, and performance metrics (AUC, KS, PSI, backtesting).
  • Review model documentation and challenge conceptual soundness per

    Basel, SR 11-7, IFRS 9, and CCAR

    guidelines.

    Role & responsibilities

Preferred candidate profile

looking for immediate joiners only

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Black Turtle

Staffing and Recruiting

San Francisco

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