Team Member - Model Validation

Role & responsibilities

• Lead validation & monitoring of the risk or non-risk models in
• the space of retail, wholesale, or market risk,
• That includes the data gathering, model recreation, performance
• calculation,
• Co-ordinate with various stakeholders
• Repository management,
• Support ad-hoc request such pertaining to model risk governance & framework encasement.
• Effective communication and documentation skills
• Conceptual understanding about Basel / IFRS-9/ IndAS-109 guidelines,
• Effective documentation skills

Preferred candidate profile

• Should have worked on either development or validation of the financial models in the retail risk or wholesale risk or marketrisk
• Strong Proficient on statistical, tree-based, modeling techniques
• Strong proficiency in Python / R for development & validation of statistical techniques
• Work Mode - 5 Days WFO