Irb Modelling

4 days ago

Pune Maharashtra, India Thinkreh Full time

**Key Skills and Preferences are as follows**:

- Proficiency in Python and SAS
- Previous experience in retail banking, IRB, Standardised (materiality/unmodelability), and model risk management

**Key activities relating to execution Support for Retail Secured and Unsecured IRB Models**:

- Quantitative Validation: Validate model outputs and performance metrics Perform statistical tests, back-testing, and benchmarking
- Qualitative Validation: Review model documentation, assumptions, and methodologies
- Contingency Support: Provide additional validation activities as required by the MRO team
- Query Tracker Contributions: Maintain detailed records of validation queries and responses
- Documentation: Support the creation of comprehensive validation reports
- Industry Insights: Offer insights on key themes and trends in model validation.

**Benefits**:

- Health insurance

Supplemental Pay:

- Performance bonus

Application Question(s):

- What is your current salary ?
- What is your expected salary ?
- Are you serving any notice period ? If yes, please mention it.

**Experience**:

- total work: 6 years (required)

Work Location: In person

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