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Model Risk Validation/Audit - AVP

6 - 12 years

0 Lacs

Mumbai Maharashtra India

Posted:2 days ago| Platform: Linkedin logo

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Skills Required

model risk audit data marketing compliance ifrs testing pricing management lending stats finance strategy sas python

Work Mode

On-site

Job Type

Full Time

Job Description

About the Role: Join us to validate/audit regulatory and decision-making models across credit, market, operational, and fraud risk domains. Perform model validations across domains such as: New models or model upgrades coming from data sciences team (retail Application, Behavioral, Marketing scorecards/ Collections models/ Compliance and AML models) Regulatory models (PD, LGD, CCF, IFRS 9, Economic Capital, Stress Testing) and Pricing models such as RAROC Early Warning Systems (EWS), corporate, and SME models Fraud risk and operational risk models Market risk and Asset Liability Management (ALM) models System platforms for risk and lending models (ALM, Treasury, Compliance, etc.) Qualifications & Skills: Master’s in Stats, Economics, Finance, or MBA (Quantitative) 6-12 years in model validation/risk management/retail policy and strategy Hands-on experience with SAS/Python/R/Bigdata Strong stakeholder management & analytical skills Join Axis Bank and be part of a dynamic, data-driven team! Industry Banking Employment Type Full-time Edit job description Show more Show less

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Axis Bank
Axis Bank
www.axisbank.com

Banking

Mumbai

Over 68,000 Employees

643 Jobs

    Key People

  • Amitabh Chaudhry

    Managing Director & CEO

  • Rajiv Anand

    Executive Director

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