I am delighted to get in touch with you for ModelValidation role with a well known company in Bangalore.
The Qualitative Model Validator will be responsible for the quality and completion of model validation to support business activities primarily in the area of Capital Markets, Investments, Market Risk and Counterparty Risk.
Ensure credible challenge of models through independent validation process by evaluating all relevant components of models, identifying areas of weakness, working with key stakeholders like model owners to ensure risk commensurate remediation and timely delivery
Establish reporting and escalation protocols of review results and follow up on identified issues/observations.
Understand model risk supervisory guidance, Model Risk Management Policy, and current industry best-practices
Continually work to improve consistency and quality of independent model validation
Ensure all models within scope are independently validated per expected standards and schedule
University degree in statistics, math, engineering, physics, accounting, finance, economics, econometrics, computer sciences, or business/social and behavioral sciences with a quantitative emphasis preferred.
4+ years of experience in one or a combination of these areas: Capital Markets, Investments, Market Risk, Counterparty Risk, and Finance
Strong analytical skills with high attention to detail and accuracy.
Excellent communication (verbal and written) skills and experience in building and maintaining partnerships, collaborating across lines of business as well as with corporate partners.
Proficiency managing databases, spreadsheets, and programming (Knowledge of SQL, SAS and R).
Experience in producing work of highest quality within tight timelines, as well as creating, maintaining, and supporting processes subject to intense regulatory scrutiny.
Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment.
Ability to apply strong analytical skills and critical thinking to a diverse population of model types.
Prior model validation or model risk management experience is preferred.
Technical or academic writing skills and experience
Salary: Not Disclosed by Recruiter
Functional Area:Analytics & Business Intelligence
Desired Candidate Profile
Careernet Technologies Pvt Ltd
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Contact Company:Careernet Technologies Pvt Ltd
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