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Risk Hub India:Model Validation-Associate C+

Gurgaon, HR
Job Code:
  • Banking & Finance
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Job Details

Your ResponsibilitiesAs Manager B, Model Risk Framework, you will communicate model risk issues and control measures to business stakeholders at all appropriate levels. Your responsibilities will includeData analysis and Code base support Engaging with data teams, performing data analytics to support model developmentTesting models under stress and system integrity Assessing the model performance against the model presented by the modellersPeriodic validations/re-reviews Supporting periodic model validations by undertaking model stability, performance, benchmarking analysis and summarising the results in a clear and presentable formatAssisting with the MInT Help Desk, providing ongoing training and overseeing ongoing improvements; assisting with the transformation of MInT into a tool that enables tracking and reporting of model riskAssisting in validation and use of model related monitoring MI, which is used to assess model performance for detailed periodic validations and external disclosures Skills you needUnderstanding of Risk and Model Risk framework and its role in a financial organisationExperience in embedding new policies and frameworks across multiple functional teamsExperience in SAS and skilled in Microsoft products (Excel, Word, PowerPoint)Strong knowledge and coding experience in C++, Python, RKnowledge of financial mathematics and relevant product/business experience.Good skills in data analysis and code base support in a financial business context
Degree: MCA/ PGDCA | ME/ M.Tech./ MS (Engg/ Sciences)

Additional Degree: BE/ B.Tech (Engineering) | BCA (Computer Application)

Experience: 2-5


Application Programming | Business/Systems Analysis | Software Engineer
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