Job Description
Model Monitoring Position
Role Details:
We are seeking a strong credit rating/PPNR/CCAR models professional with experience in monitoring, validation, implementation and maintenance of credit risk models for use throughout the retail portfolios of bank.
Responsibilities :
• Helping the bank with various aspects of model risk management (first line or second line) and regulations
• Perform all required tests (e.g. model performance, sensitivity, backtesting, etc.)
• Interact with model governance team on model build and model monitoring
• Work closely with cross functional teams including business stakeholders, model validation and governance teams
• Deliver high quality client services, including model documentations, within expected timeframes
Requirements :
• Minimum 2+ years of experience in executing end to end monitoring/validation/development of credit rating/PPNR/CCAR or PD/LGD/EAD models
• Strong understanding of credit risk and MRM regulatory regime (SR 117)
• Experience in performing quantitative analysis, performance and validation metrics generation for portfolios
• Ability to communicate technical information verbally and in writing to both technical and business audiences
• Strong expertise in SAS, Python/R, Excel and SQL
Role Details:
We are seeking a strong credit rating/PPNR/CCAR models professional with experience in monitoring, validation, implementation and maintenance of credit risk models for use throughout the retail portfolios of bank.
Responsibilities :
• Helping the bank with various aspects of model risk management (first line or second line) and regulations
• Perform all required tests (e.g. model performance, sensitivity, backtesting, etc.)
• Interact with model governance team on model build and model monitoring
• Work closely with cross functional teams including business stakeholders, model validation and governance teams
• Deliver high quality client services, including model documentations, within expected timeframes
Requirements :
• Minimum 2+ years of experience in executing end to end monitoring/validation/development of credit rating/PPNR/CCAR or PD/LGD/EAD models
• Strong understanding of credit risk and MRM regulatory regime (SR 117)
• Experience in performing quantitative analysis, performance and validation metrics generation for portfolios
• Ability to communicate technical information verbally and in writing to both technical and business audiences
• Strong expertise in SAS, Python/R, Excel and SQL
💡 Quick Summary
Seeking a career-building opportunity? The Manager | Model Monitoring position is now open for candidates interested in the Bank Jobs sector. This role in Bengaluru offers a professional environment and growth potential.
Requirement Snapshot: Candidates should possess basic communication skills, a proactive attitude, and the ability to work in a team. Experience in Bank Jobs is a plus.
