Model Validation/ Model Risk Management

1 week ago


Bengaluru, India Mastermind Network Full time

Job Description

- Responsible for being validator for a wide range of models like IRRBB, credit risk, market risk, counterparty credit risk, fraud detection, Stress Testing, AML and forecasting models
- Review, critical assessment and challenge of models on conceptual soundness, assumptions and limitations, data, developmental evidence in support of modeling choices, performance, implementation and documentation
- Provide expert advisory on Risk Modelling practices and principles
- Review and critical assessment of ongoing model monitoring activities
- Designing and delivering complex solution for Banks and financial institutions with Stake holders



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