Business Analyst for Model Validation Full Time

Developing models for Early Warning Systems for corporate and retail portfolios

Develop analytics and analytical tools to help drive understanding of Analytics, Modelling,

Model Validation, Regulatory Reporting, RWA Calculation, Stress Testing (CCAR/DFAST)

Understand and perform broad technical aspects of modeling/model validation reports and
translate into business/overlay implications/methodology

Perform CCAR/DFAST Stress scenarios, macro-economic variables and their impact analysis

Strong knowledge of regulatory requirements such as SR 11-7, Basel, RBI and DFAST/CCAR

Guidelines with experience in various model validation tests like sample Discriminatory analysis, Model Calibration, backtesting, Macroeconomic sensitivity analysis etc.

Lead junior analysts for implementing various projects in the risk domain with involvement across the project life cycle

Maintenance and enhancement of risk IP products from a functional viewpoint

Keep up with the latest regulatory developments

Functional support for pre sales

Willingness to travel is a must

Tagged as: investment banking /m&a, risk / underwriting