Lead Model validator

Skillventory

7 - 12 years

8 - 18 Lacs

mumbai

Posted:1 week ago| Platform:

Apply

Skills Required

model validation python basel market risk statistical modeling wholesale risk machine learning ifrs9 ind as retail risk model development

Work Mode

Work from Office

Job Type

Full Time

Job Description

Skills:-

Should have worked on either development or validation of the financial models in the retail risk or wholesale risk or market risk,
Conceptual understanding about Basel / IFRS-9/ IndAS-109 guidelines,
Proficient on statistical, tree-based, machine learning modeling techniques,
Strong proficiency in Python / R for development & validation of statistical techniques
Effective project management & stakeholder management skills
Strong documentation skills

Desirable/ Good to Have

Professional certification such as FRM

Role & responsibilities

End-to-end validation & monitoring of the financial or non-financial models in the space of retail, wholesale, or market risk,
That includes, evaluation of data selection, variable derivation and selection, modelling methodology selection, final model specification, performance calculation, & report writing,
Co-ordinate with various stakeholders & present to internal committees,
Repository management,
Support ad-hoc request such pertaining to model risk governance & framework encasement,
Resource management and conduct internal training.

Preferred candidate profile

7-12 years of relevant experience in the banking model development, validation, or analytics, either in the bank or financial consultancy.

More Jobs at Skillventory

Branch Sales Manager

Ahmedabad, Vadodara

5 - 10 yrs

INR 4 - 9 Lacs

Audit Committee Management

Navi Mumbai, Mumbai (All Areas)

8 - 13 yrs

INR 15 - 25 Lacs

Senior Associate - Regulatory Reporting

Mumbai

4 - 8 yrs

INR 10 - 18 Lacs

Elite Relationship Manager

Pune

5 - 10 yrs

INR 5 - 10 Lacs

Corporate Sales -Assistant Manager

Pune, Ahmedabad, Mumbai (All Areas)

1 - 3 yrs

INR 6 - 12 Lacs

Mock Interview

Practice Video Interview with JobPe AI

Start Python Interview

Start Your Job Search Today

Browse through a variety of job opportunities tailored to your skills and preferences. Filter by location, experience, salary, and more to find your perfect fit.