Model Validation

3 weeks ago


Mumbai, India Skillventory Full time

**Model Validation - Hiring For a renowned private sector Bank**:

- From 4 to 8 year(s) of experience
- ₹ Not Disclosed by Recruiter
- Mumbaior

**Roles and Responsibilities**

The role entails working directly with teams on structured/unstructured databases, ensuring proper data mining, carrying out data integration and modification to support sophisticated analytics, bring out analytical reports and conduct analysis through data intensive models/tools, specifying data requirements and mining it with data architecture, transform requirements into visualization reports.
- Primary Responsibilities:

- 1. Extensive knowledge of risk management and measurement techniques
- 2. Proficient in using Statistical tools such as SAS/SPSS/FICO etc.
- 3. Building Application models and Behavioral models for Retail loan products
- 4. Constructing Homogenous pools for Retail loans under Basel II - IRB approach
- 5. Building models for Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) as well as Validating these risk models and its components
- 6. Building rating models for Corporate Assets and generating risk inferences for the Early Warning Signals System based on analysis of borrower's transactions with the Bank and conduct of account specific data
- 7. Designing Performance management tools such RAROC etc.
- 8. Validation of Rating models and Scoring models and making suitable enhancements
- 9. Undertaking portfolio analysis and predictive analysis
- 10. Capital impact analysis for retail assets under IRB approaches
- 11. Other aspects relating to risk quantification such as Dynamic Provisioning, Leverage ratio etc.- Role:_Other
- Salary:_ Not Disclosed by Recruiter
- Industry:_Banking
- Department:_Other
- Role Category:_Other
- Employment Type:_Full Time, Permanent
- Key Skills- SASStatistical ToolsBankingLgdModel ValidationEadData MiningBasel IIRisk ManagementAnalyticsEducation
- UG:_Any Graduate
- PG:_Any Postgraduate

**Company Profile**:
SKILLVENTORY
- Hiring for a renowned private sector bank- Recruiter Name:_Shruthi Acharya
- Contact Company:_SKILLVENTORY
- Telephone:_9029101262


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