2.0 - 12.0 years

0 Lacs

bengaluru, karnataka, india

On-site

Job Description #KGS Roles & Responsibilities Model validation/audit/review primarily for one or more credit loss forecasting models in either retail or wholesale domain primarily for IFRS9/IRB models including PD/EAD/LGD component models. Validation process involves understanding of the relevant regulatory requirements, development document, testing and benchmarking as well as development of challenger models using SAS, R or Python and report writing. Assist with other model validation/audit/review activities in Underwriting scorecard, Credit Scoring, behavioral models, economic scenario models or automation activities related to validation when required Model validation including assessing...

Posted 1 month ago

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AM- M&V - UK - San KPMG India

2.0 - 12.0 years

0 Lacs

karnataka

On-site

As a Model Validation/Audit/Review Specialist at KGS, your primary responsibility will be to conduct validation, audit, and review of credit loss forecasting models within the retail or wholesale domain, specifically focusing on IFRS9/IRB models and their PD/EAD/LGD components. In this role, you will need to understand relevant regulatory requirements, review development documentation, perform testing and benchmarking, create challenger models using SAS, R, or Python, and prepare comprehensive reports. Your duties will also include providing support for other model validation activities related to Underwriting scorecards, Credit Scoring, behavioral models, economic scenario models, and valid...

Posted 3 months ago

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