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AVP Senior Manager

2 months ago


mumbai, India Riverforest Connections Private Limited Full time

JobProfile

  • To carryout endtoend validation of PD and LGD models including the reviewof the model assumptions evaluation of the accuracy of models fromqualitative and quantitative standpoint and summarizing thefindings in areport.
  • Evaluate theadequacy of theoretical framework and model design assesslimitations of model results for its intended use and adequacy ofmodeldocumentation.
  • Managing Escalationsfollowing up on actionable. Respond to regulator on any queriesrelated to model validation and putting requisite process /controls in place.
  • Regular cadence withstakeholder for issue discussions Establishing the processworkflow.
  • Compliance with bankpolicies andprocedures.
  • Process Enhancementand Automation Automate the structured processes to avoid manualefforts and streamlineexecution.

Skillsrequired:

  • Minimumexperience of 8 years in credit risk analytics inBanking.
  • Prior experience incoding is required in either SAS Python or R.
  • Basic understandingof statistical concepts including data analytics statisticalmodelling techniques model performance testsetc.

CandidateProfile:

Looking for a candidate with 7yrsexp in credit risk analytics model validation of PD LGD models.

modelvalidation,credit risk analytics,PD,LGD,IRBmodels


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