Credit risk Model Validation | 6 to 12 years | Mumbai, Pune

3 days ago


Pune, Maharashtra, India Capgemini Full time ₹ 12,00,000 - ₹ 36,00,000 per year
Job Description
  • Conduct independent validations of models, including but not limited to credit risk, market risk,
  • counterparty credit risk, fraud detection, Stress Testing, AML and forecasting models.
  • Should have model validation exposure in at least 2-3 of the areas listed above.
    Assess conceptual soundness, data quality, implementation accuracy, and performance of models.
  • Prepare comprehensive validation reports detailing findings, methodologies, and recommendations.
  • Document validation processes to ensure transparency and compliance with regulatory requirements.
  • Ensure models adhere to relevant guidelines such as SR 11-7, EBA 2017/16, CCAR, Basel III, and other applicable standards.
Primary Skills
  • Practice Management
  • Participate in providing responses to Request for Proposals (RFP)
  • Participate in development of Capability Packs
  • Train team members on model validation and regulators aspects
  • 1–3 years of hands-on experience in model validation, quantitative modelling, or risk management.
  • Strong understanding of model risk, validation frameworks, and regulatory requirements.
  • Strong technical skills in python. Knowledge of SAS and SQL is added advantage
  • Excellent problem-solving and analytical skills.
  • Strong written and verbal communication skills to convey complex concepts effectively.
  • Ability to Multitask in a dynamic, fast-paced environment and manage multiple priorities.



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