Opening For Credit Risk BA

Job highlights

• Experience in model validation for credit risk, market risk, counterparty credit risk, fraud detection, stress testing, or AML

• Conduct independent validations of risk and forecasting models, assess soundness and data quality, prepare validation reports, and ensure regulatory compliance

• Conduct independent validations of models, including but not limited to credit risk, market risk, counterparty credit risk, fraud detection, Stress Testing, AML and forecasting models.

• Should have model validation exposure in at least 2-3 of the areas listed above.

• Assess conceptual soundness, data quality, implementation accuracy, and performance of models.

• Prepare comprehensive validation reports detailing findings, methodologies, and recommendations.

• Document validation processes to ensure transparency and compliance with regulatory requirements.

• Ensure models adhere to relevant guidelines such as SR 11-7, EBA 2017/16, CCAR, Basel III, and other applicable standards.