Bangalore, India

Model Validation – Credit Risk

Our client is one of the global financial services groups which provides industry focused services for clients across geographies. We are currently looking for a skilled professional to join their Credit Model Validation and Insights team in Bangalore.

Please contact Apoorva Sharma or email your cv directly in word format with Job ID: 13396 to riskandquants-in@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 7 business days, we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

Conduct independent validation of wholesale credit risk models, including PD, LGD, and EAD models.
Collaborate with model development teams to ensure compliance with regulatory guidelines and internal policies.
Analyze model performance and provide actionable insights to enhance model accuracy. Prepare detailed validation reports and present findings to senior management.
Support audits and regulatory reviews by providing documentation and explanations related to model validation.

Role requirements

Bachelor’s degree in Finance, Economics, Statistics, Mathematics, or a related field. A Master’s degree or relevant certification (e.g., CFA, FRM) is preferred.
5 – 7 years of experience in wholesale credit risk model validation or development, preferably in a financial institution.
Strong knowledge of statistical modelling techniques and tools (e.g., R, Python, SAS).
Understanding of regulatory frameworks, including Basel III, IFRS 9, and CECL.

Bangalore, India

Model Validation – Credit Risk

Key responsibilities

Role requirements

Apply for this Job

Model Validation – Credit Risk

Bangalore, India

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