Jobs

Interviews
Job Alerts
Tools

Upskill and Grow with AI

Mock Interview Practice interviews in realistic simulations

Coding Practice Improve your coding skills with challenges

Certification Earn certifications to validate your skills

AI Learning Get trained with AI expert sessions

Career Path AI insights for smarter career decisions

AI Job Match Score AI-Powered Job Match Against Your Resume and Optimize Your Resume

Career Tools and Resources

Resume Builder Build Professional Resume with Ease

ATS Friendliness Check Check Resume Friendliness for Applicant Tracking Systems

Auto Apply Apply to hundreds of jobs on any platform effortlessly

Co-Pilot (Chrome Extension) Your AI Assistant for Seamless Browsing Efficiency

Interview Questions Streamline interviews with ready-to-use questions

Salaries Discover market-driven salary insights across skillsets and geographies

Companies Explore leading companies actively hiring talent
For Employers

Jobs

Interviews

Home
>
Jobs in Mumbai
>
IDFC FIRST Bank
>
Model Risk Analyst

Model Risk Analyst

IDFC FIRST Bank

0 years

0 Lacs

Mumbai Maharashtra India

Posted:2 weeks ago| Platform:

Apply

Skills Required

model risk management automation development lending calibration power migration metrics

Work Mode

On-site

Job Type

Full Time

Job Description

Job Requirements

Role/ Job Title: Model Risk AnalystBusiness: RiskFunction/ Department: Model Risk Management (Market Risk)Place of Work: Mumbai

Roles & Responsibilities

'1. Lead initiatives to improve the accuracy, availability, granularity and coverage of our existing model validation process and build tools for process automation

Performing statistical and mathematical model development or validation independently for Retail Lending Scorecards

Secondary Responsibilities

'1. Conduct validation of Wholesale Rating Models covering quantitative and qualitative tests on PD Calibration, Discriminatory Power of the models, Sensitivity of parameters, Rating Migration test.

Conduct validation of Market Risk Models – Derivative & Fixed Income Valuations, Bootstrapping, VaR, Sensitivity, Capital Charge Models, Interest Rate and FX Simulations.

Key Success Metrics

'Successfully complete end to end validation exercises for the models allocated as quarterly deliverables along with smart inputs and initiatives for other team deliverables.

More Jobs at IDFC FIRST Bank

Relationship Manager-Gold Loan

Niphad, Maharashtra, India

5 - 10 yrs

Salary: Not disclosed

Area Collections Manager

Rajkot, Gujarat, India

5 - 10 yrs

Salary: Not disclosed

Associate Relationship Manager-LAP

Rajim, Chhattisgarh, India

Experience: Not specified

Salary: Not disclosed

Teller

Pune, Maharashtra, India

Experience: Not specified

Salary: Not disclosed

Executive Secretary

Mumbai, Maharashtra, India

5 - 10 yrs

Salary: Not disclosed

Mock Interview

Practice Video Interview with JobPe AI

Start Job-Specific 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.

Job Application AI Bot

Apply to 20+ Portals in one click

Download Now

Download the Mobile App

Instantly access job listings, apply easily, and track applications.

Enhance Your Skills

Practice coding challenges to boost your skills

Start Practicing Now

IDFC FIRST Bank

Banking and Financial Services

Chennai

Login to

Please Verify Your Phone or Email

Confirm Action

Search

Profile

Upskill and Grow with AI

Model Risk Analyst