Hucon Solutions India Private Limited - wisdomjobs
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
Employment Type :
IT, Computers - Software
Functional Area :
IT Software - Application Programming / Maintenance
15th Dec 2018