Asst. Mgr/Manager - Credit Risk Model Validation

An MNC Bank

3 to 8 yrs. Bengaluru / Bangalore
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Posted on 08 Jun 2018

Job Description

• Responsible for evaluating conceptual soundness of Loss forecasting models used for CCAR
• Model evaluation per requirements outlined in the MRM Policies and Guidance.
• The evaluation also requires writing a comprehensive validation report based on his / her judgment of the evaluation results
• Expected to contribute in developing/enhancing MRM Policy and Guidances
• Will support MRM senior management team in the US – be it policy related work or model evaluations.

Qualifications & Experience:
Masters or Doctoral degree with a specialization in Statistics, Maths, Finance or other quantitative discipline
3+ years in relevant consumer finance or credit card industry experience to include loss forecasting/stress testing model development, maintenance, tracking and management
Strong analytical and statistical skills
Good programming skills in advanced SAS and SQL


Job Posted by

Sandip Das Director Hexaconcepts (India) Private Limited Bengaluru / Bangalore


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