wholesale credit risk model validation or development, preferably in a financial institution. Strong knowledge of statistical... across geographies. We are currently looking for a skilled professional to join their Credit Model Validation and Insights team in...
view. As a Portfolio Risk - Cards CCAR Model Development Associate within the Portfolio Risk Modeling team..., test, and validate statistical models for 'Cards' Unsecured Lending portfolio risk forecast and model performance...
the model risk management program and ensure advanced predictive, statistical, credit/lending, financial... of respective risk information. Conduct regular risk-based model validation reviews and oversee resulting remediation plans...
Job Description: The Risk division is responsible for credit, market and operational risk, model risk, independent... is critical for success. The Model Risk Management (MRM) group is a multidisciplinary group of quantitative experts at Goldman...
on risk factors PD, LGD, Credit Portfolio) for retail and wholesale portfolios. Documentation aspect of model development.... Manage Basel Modelling, PD, LGD Model Development Develop / validate risk measurement models for credit risk management...
, including marketing, consumer/commercial acquisition risk, credit, customer behaviors, customer experience and operational risk.... This includes model design, data extraction, model development, model documentation and validation, communicating to stake holders...
rates, FX, and commodities Strong risk management/model development/validation knowledge in market risk (VaR, Stressed... VaR, Expected Shortfall, etc.) and/or counterparty credit risk (CVA, PFE, etc.). Good hands-on experience in model development...
or a related field) with at least 6 - 9 years of related work experience Complete, end-to-end understanding of credit risk model... development, validation, audit and/or implementation for the banking book portfolio. Knowledge of Credit Risk and Risk Analytics...
such as fixed income, equities, credit, interest rates, FX, and commodities Strong risk management/model development/validation... competency of MR, focused on regulatory capital, market and counterparty credit risk management and broker-dealer capital...
designing, developing, testing, and validating statistical models for risk weight calculation, risk forecast, and model..., validation, and reporting. We value proactive communication and collaboration with our line of business partners and model end...
pricing, market risk and counterparty credit risk modelling and model validation support. Understanding clients' unique... Risk Management /model development/validation knowledge in market risk (VaR, Stressed VaR, Expected Shortfall...
, and validate statistical models for risk weight calculation, risk forecast and model performance monitoring. This role provides... procedures for model development, validation, and reporting. Job responsibilities Design, develop, test, and validate...
/validation of valuation, market and credit risk models Assisting clients with hedging strategies and appropriate derivative... instruments Contributing to research on climate risk modeling, machine learning and artificial intelligence model risk...
with the independent model validation function of a large banking client and will involve end-to-end validation of risk.... Responsibilities · End-to-end independent validation of credit risk and regulatory models – PD, LGD, EAD, Stress Testing, CECL...
Leader (Namita Kathuria) with a dotted line of reporting to the VP - Credit Strategy Validation Leader within the Credit Risk..., including Model Development & Governance, Operational Risk, Risk Testing and Compliance to increase awareness of validation...
firm as Credit Risk Model Development/Validation and Researcher Specialist. The role will require interacting with various... Modeler, statistical modelling This role involves overseeing the development, enhancement, and validation of credit risk...
Leader (Namita Kathuria) with a dotted line of reporting to the VP - Credit Strategy Validation Leader within the Credit Risk..., including Model Development & Governance, Operational Risk, Risk Testing and Compliance to increase awareness of validation...
. Knowledge of Credit Risk models and model monitoring/validation metrics Excellent communication and stakeholder management... activities that cater for performance assessment of Credit risk Models. The incumbent will apply business knowledge and technical...
and implementing controls across multiple teams and locations Performing risk assessments Issue management and Issue validation Risk... accountability model that aligns managers with each function and region to mitigate operational risk. The team focuses on four areas...
Data Modelling, Design and develop data models for CASA, Loan, and Credit Services, ensuring they meet business... model structures within a data mesh environment.Cross Department CoordinationCollaborate with stakeholders from various...