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- Model development /Validation (credit risk Models)

- We are hiring for a leading Banking/ Financial Services based at Delhi/NCR

Experience :5-8 yrs in Model Validation for financial Services with good Python,SAS & SQL programming skills

Education : B.Tech/ Masters / MBA ; in Economics, Mathematics, Statistics, Finance, Computer science with positive knowledge in of financial mathematics including stochastic calculus, Statistical

Modeling/ Non-Linear Modeling/ Regression Models/ IRBB models /

IFRS 9 models and time-series modeling

Role & Responsibilities :

- Validate/ Develop Fraud risk/ credit risk models/Regulatory Models/ Loan Models across life cycle of various portfolio (PD/LGD/EAD/Scorecard) etc

- This includes regulatory models (capital/impairment),



credit decisioning and stress testing models

- Delivering robust, predictive models and tools that are compliant with both internal and external regulations.

- Identify and use cutting edge techniques to develop best in class models

- Deliver high levels of accuracy and internal consistency/validation within own project

- Provide business with insights and recommendations in order to improve strategy and process.

- Develop high-standard SAS/Python code and model documentation.

- Ensure accurate implementation of models and support their use, interpretation and monitoring.

📌 Manager -Risk Model Validation/ Monitoring (Delhi)
🏢 Mastermind Network
📍 Delhi