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Job Location | Bangalore |
Education | Not Mentioned |
Salary | Not Disclosed |
Industry | IT - Software |
Functional Area | Statistics / Analytics |
EmploymentType | Full-time |
Business Analyst, AML, Model Management In this role, you will be responsible for model development, implementation & documentation. You will be working with the independent model validation function of a large banking client and will involve end-to-end validation of risk and regulatory models across business functions, including first-time validation, change-based validation, and annual validation of models. It will also involve the development of challenger models as necessary. The role would also involve interaction with various stakeholder groups including model development, model owners/lines of business, auditors, and client model validators. Responsibilities End-to-end independent validation of credit risk and regulatory models PD, LGD, EAD, Stress Testing, CECL, Credit Scorecards, AML and counter fraud models etc. First time (baseline), change based and annual validation Assess the models conceptually and quantitatively to ensure the model is suitable for the stated us Conduct necessary assessments to challenge the model effectively. Assess adequacy of model documentation Development of benchmark models using statistical/Machine Learning techniques Identify opportunities to enhance efficiency in model validation processes Assessment of the model monitoring and implementation process Prepare model validation report summarizing findings and provide recommendationsQualifications we seek in you Minimum qualifications Master s degree or higher in Finance, Mathematics, Economics, Statistics, or equivalent experience Experience in BFS analytics, with experience in credit risk modeling/independent validation of models (Regression, Time Series, Competing Risk, Survival Models, Markov TPM, scorecards, etc.) Experience in retail and wholesale credit risk modeling Understanding of and experience in regulatory risk modeling/validation SR 11-7, CECL, IFRS 9, CCAR, Basel IRB. Strong communication/presentation skills written & verbal Self-driven, proactive, can-do attitude. Ability to work under ambiguity and with minimal supervision. Strong project management experience and demonstrated expertise in communicating and coordinating across multiple business units Expertise in SAS & Python/R Experience in managing projects independentlyPreferred Qualifications/SkillsAML/fraud analysis knowledge would be preferred Prior model development experiences would be preferred,
Keyskills :
customer relationsdocumentationrequirementsfunctionalbusiness requirementscredit risktime seriesrisk modelingstress testingcustomer focusbusiness unitsregulatory risk