Risk Analytics Wholesale Model Development

Minimum 26 years of experience of financial model validation/development experience in Risk Management

Master / Bachelor s degree in Mathematics/Statistics/Economic/Engineering/Computer Science/Management or any

other quantitative fields of study

Proficiency in Python SAS R MS Office tools like Excel & PowerPoint.

Proven expertise in using statistical algorithms for solving diverse business challenges and creating significant business value

Candidate should have worked on Credit (retail or wholesale) or market risk model validation. Candidate should have basic

understanding of different banking portfolios such as Credit Cards Mortgage PIL Corporate NBFI etc. He/she should be able

to validate models used for different regulatory perspective such as OCC/FRB EBA Guidelines and PRA regulations.

Candidate with climate model risk knowledge and/or certification like GARP SCR will be preferred.

Enthusiasm for proactively seeking exploring and developing use cases for new data and/or tools/wider industry trends

Candidate should be able to go through vast range of documentation and come up with concise set of questions highlighting

model risk in the model.

Excellent written and verbal communication skills. Ability to develop and effectively communicate complex concepts and idea

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