Offer summary

Qualifications:

Graduate/Postgraduate degree in Computer Science/Engineering from a reputed university., 4-12 years of experience in Financial Services and Risk domain., Expertise in MRM Domain including Pillar 1 and Pillar 2 capital, and various risk models., Proficiency in programming languages such as R, Python, SQL, or C++., Hands-on experience with statistical and mathematical software..

Key responsabilities:

Lead daily operations of model validation exercises including documentation gathering and test plan creation.

Collaborate with business SMEs and client stakeholders to translate requirements into validation needs.

Manage client communication and deliver model validation reports within agreed SLAs.

Perform model validation on various risk and compliance models.

Job description

As part of the Risk and Quant Solutions department, you will play a key role in managing client communication by gathering model methodology documents and other relevant artefacts. You will identify product features, specifications, and related documentation, working closely with the solution architect and the client stakeholders' team to ensure an effective implementation.

Responsabilities

Lead the daily operations of validation exercise including model related documentations gathering, creating test plans as per regulatory requirements, conducting validation tests and develop model validation report
Collaborate closely with the Multiple Business SMEs (Internal and External), Solution Architect and client key stakeholders to understand requirements and translate them into validation requirements
Manage the client stakeholder and deliver the model validation report within agreed SLA
Perform model validation on risk, insurance and capital models

Requirements

Graduate / Postgraduate degree in Computer Science / Engineering from a reputed university
Between 4 and 8 years of experience
MRM Domain expertise across Pillar 1 capital, Pillar 2 capital (economic capital and stress testing), Fiduciary Risk models (market risk, credit risk, operation risk –KYC MODEL liquidity risk, Research models, and Investment Management models
Risk and Regulatory experience and knowledge including EBA RTS and AML/ KYC regulatory guidelines
Model Validation experience (preferred in AML/ KYC/ Compliance models
Experience working with models such as Credit Risk, AML/ KYC, Insurance, Liquidity risk and IRRBB
Hands-on experience with Statistical and mathematical software
4-12 years of experience working in Financial Services and Risk domain
Strong knowledge of statistics and model development
Skilled with programming languages such as R, Python or SQL or C++
Experience in Model Risk Management Solutions preferred