Assistant Manager - Model Risk Management

Tasks

• Assess data validation controls
• Assist with end to end model risk management
• Maintain model validation standards
• Manage model risk governance issues
• Measure model performance metrics
• Prepare model performance reports
• Support EAD model development and validation
• Support LGD model development and validation
• Support PD model development and validation
• Support macroeconomic model development and validation
• Validate CVA models
• Validate FRTB models
• Validate VaR models
• Validate credit risk models
• Validate market risk models

Perks/Benefits

• N/A

Skills/Tech-stack

Basel | CVA modeling | EAD Modeling | Excel | FRTB | IFRS 9 | LGD modeling | Macroeconomic modeling | Microsoft PowerPoint | Microsoft Word | Model Performance Metrics | Model Validation | Model performance | PD modeling | Performance Metrics | Python | R | Risk Analytics | Risk Capital | SAS | Value-at-Risk