Key Responsibilities

Perform independent validation of retail and wholesale IRB models across PD, LGD, EAD/CCF, rating systems, scorecards, calibration, downturn adjustments, model monitoring and model change assessments.

Assess model purpose, portfolio segmentation, data quality, representativeness, default definition, observation period, sample sufficiency, exclusions, overrides, conservatism and compliance with applicable internal and regulatory expectations.

Review statistical methodology, assumptions, variable selection, discriminatory power, calibration accuracy, stability, sensitivity testing, benchmarking, stress testing linkages and limitations relevant to retail and wholesale credit portfolios.

Evaluate implementation integrity, user acceptance testing, production controls, model monitoring outcomes, performance triggers,



remediation plans and model governance evidence.

Document validation findings, limitations, model risk issues and recommendations in a transparent, balanced and audit-ready manner, with appropriate severity assessment and stakeholder-ready executive summaries.

Engage constructively with model development, model owners, risk, business, technology, audit and governance forums to explain validation conclusions and support timely issue closure.

Contribute to continuous improvement of validation templates, testing standards, automation, reproducible analytics and knowledge sharing across the model risk management lifecycle.

📌 Credit Risk Irb Hyderabad
🏢 EY
📍 Hyderabad