hireejobs
Register for Job
Hyderabad Jobs
Banglore Jobs
Chennai Jobs
Delhi Jobs
Ahmedabad Jobs
Mumbai Jobs
Pune Jobs
Vijayawada Jobs
Gurgaon Jobs
Noida Jobs
Oil & Gas Jobs
Banking Jobs
Construction Jobs
Top Management Jobs
IT - Software Jobs
Medical Healthcare Jobs
Purchase / Logistics Jobs
Sales
Ajax Jobs
Designing Jobs
ASP .NET Jobs
Java Jobs
MySQL Jobs
Sap hr Jobs
Software Testing Jobs
Html Jobs
IT Jobs
Logistics Jobs
Customer Service Jobs
Airport Jobs
Banking Jobs
Driver Jobs
Part Time Jobs
Civil Engineering Jobs
Accountant Jobs
Safety Officer Jobs
Nursing Jobs
Civil Engineering Jobs
Hospitality Jobs
Part Time Jobs
Security Jobs
Finance Jobs
Marketing Jobs
Shipping Jobs
Real Estate Jobs
Telecom Jobs

IFRS9 Model Development/Model Validation Role - BFSI (5-10 yrs)

5.00 to 10.00 Years   Bangalore   25 Jan, 2023
Techsist Solution Private Limited
Job LocationBangalore
EducationNot Mentioned
SalaryNot Disclosed
IndustryRecruitment Services
Functional AreaSales / BD
EmploymentTypeFull-time

Job Description

    Role and Responsibilities will include most of the following:- Hands-on experience of working in the IFRS9/IRB/CECL model development/validation.- Deep understanding of IFRS9/IRB/CECL regulations- Expertise in at least one of SAS, Python or R- Key engagement responsibilities would be: - Model development/validation/audit/review primarily for one or more credit loss forecasting models in either retail or wholesale domain primarily for IRB models as well as for IFRS9/CECL/CCAR reporting including PD/EAD/LGD component models. Validation process involves understanding of the relevant regulatory requirements, development document, testing and benchmarking using SAS, R or Python and report writing. - Assist with other model development/validation activities in Underwriting scorecard, Credit Scoring, behavioral models, economic scenario models or automation activities related to validation when required- Model validation including assessing conceptual soundness, critical assessment of the testing performed by the model developers to support the integrity and accuracy of the model implementation and its fit-for-purpose, designing to evaluate the models predictive power and its robustness uncertainty through the development and use of alternative benchmark models and compliance assessment against the relevant regulatory standards Qualification Required: - A degree in engineering, Statistics or Econometrics or a related discipline; an M.Stat is preferred,

Keyskills :
credit scoringmodel validationproject administrationregulatory requirementssasirbretailpythoncredittestingscenarioreportingwholesalescorecard

APPLY NOW

IFRS9 Model Development/Model Validation Role - BFSI (5-10 yrs) Related Jobs

© 2019 Hireejobs All Rights Reserved