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Junior Modeler MRM

Location Mumbai, India
Posted 15-November-2018
Description

Arial, Helvetica, sans-serif >Roles and responsibilities:

Work with a Leading Banks Risk Management team on specific projects/requirements pertaining to Model Risk Management

Carry out Model evaluations as per the requirements outlined in the Consumer Model Risk Management Policy for CCAR, PPNR and consumer risk models

Support MRM team leads in model evaluation of Very High/High/Medium High Risk Level models and related transactions

Utilizing SAS, Interthinx (ITX) and other Microsoft Office products, identify key model soundness, development, and implementation issues, and recommend solutions to mitigate them.

Perform Independent Validation including but not limited to model eligibility assessment through updating the model validation reporting templates toward model risk management reviews

Prepare documentation as per business requirements.Reviewloss forecasting, stress testing and macro-economic forecasting models OR writing model validation reports based on his / her judgments of the evaluations results.

Take complete ownership of the project and co-ordinate with customer and all other stakeholders


Arial, Helvetica, sans-serif >Skills and competencies:

Arial, Helvetica, sans-serif >Required:

Experience in Credit Risk Scoring / CCAR / PPNRmodeling or Validation

Must have hands on expertise in developing/monitoring/reviewing loss forecasting, stress testing and macro-economic forecasting models and therefore can evaluate the models developed by regional consumer teams.

Strong analytical skills in conducting sophisticated statistical analysis using bureau/vendor data, customer performance data and marketing data to solve business problems.

Excellent written and oral communication skills are required, ability to present work in a formal and understandable format, bringing groups of people to consensus

Ability to recognizing information and patterns in data that are not obvious, and focusing analytical efforts in pursuit of explanations, isolations of cause and effect.

Good programming skills in advanced SAS and SQL in mainframe, UNIX and PC environments

Strong communication and presentation skills targeting a variety of audiences

Flexibility in approach and thought process

Profile Summary: Employment Type : Full Time Industry : IT, Computers - Software Functional Area : IT Software - Application Programming / Maintenance Role : Customer Service Executive (Non-voice) Education BEBTec Salary : Undefined Deadline : 15th Dec 2018

 
Awards & Accolades for MyTechLogy
Winner of
REDHERRING
Top 100 Asia
Finalist at SiTF Awards 2014 under the category Best Social & Community Product
Finalist at HR Vendor of the Year 2015 Awards under the category Best Learning Management System
Finalist at HR Vendor of the Year 2015 Awards under the category Best Talent Management Software
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