Quantitative Model Analyst

Model Validation Specialist 7-10 yearsof experience || Mumbai || Global Bank

Key Responsibilities

• Credit Model Validations: Conduct end-to-end independent model validations for our new and existing credit risk models (PD, EAD andLGD) for IRB and IFRS 9, in line with the bank’s internal policies and standards and relevant UK regulatory requirements.
• Findings Management: Regularly track open validation findings and ensure they remain up to date and accurate and review any submitted evidence to support their closure, to facilitate the periodic model review process.
• Analysis & Reporting: Producing qualitive and quantitative analysis, which may include industry and statistical insights to support the model approval process and for senior management reporting.
• Model Risk Management: Carry out Model Risk BAU management a...