Associate – Model Validation (Market Risk)

4 - 6 Years

Job Description

Analyze model scope, use and implementation related issues; document the analysis and communicate the findings, results to the lead validator on an ongoing basis, improve code base structure, develop unit test pack and documentation
Test models under stress and system integrity perform sensitivity analysis to identify the range of outcomes and if there are any scenarios where the model may not work as expected, assess the model performance against the model presented by the modelers. Assess controls around data in and out of system
Assist with setting up front to back process including associated validation, controls, etc. Run quarterly process to generate Model Risk AVAs, deliver enhancements.
Support periodic model validations by undertaking model stability, performance, bench-marking analysis and summarizing the results in a clear and presentable format, compile re-review packs, management of re-review schedule, re-run tests, additional tests as needed

Salary: Not Disclosed by Recruiter

Industry:Banking / Financial Services / Broking

Functional Area:Analytics & Business Intelligence

Role Category:Analytics & BI

Role:Analytics Manager

Employment Type:Permanent Job, Full Time

Key Skills

Desired Candidate Profile

Please refer to the Job description above

Company Profile

Asterion Consulting Pvt. Ltd
The company is a leading MNC Bank
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Contact Company:Asterion Consulting Pvt. Ltd