Model Risk Analyst @ Idfc First Bank

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Model Risk Analyst

Idfc First Bank
3 to 7 Yrs
Maharashtra
6 months ago
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Job Description

You will be working as a Model Risk Analyst in the Risk department, specifically in the Model Risk Management (Market Risk) team based in Mumbai. Your primary responsibility will be to lead initiatives aimed at enhancing the accuracy, availability, granularity, and coverage of the existing model validation process. Additionally, you will be expected to develop tools for process automation to streamline the validation process. Your role will involve independently performing statistical and mathematical model development or validation for Retail Lending Scorecards. You will also be responsible for conducting validation exercises for Wholesale Rating Models, which includes quantitative and qualitative tests on PD Calibration, Discriminatory Power of the models, Sensitivity of parameters, and Rating Migration tests. Furthermore, you will be required to validate Market Risk Models related to Derivative & Fixed Income Valuations, Bootstrapping, VaR, Sensitivity, Capital Charge Models, Interest Rate, and FX Simulations. A key part of your role will be to successfully complete end-to-end validation exercises for the models allocated as quarterly deliverables. Additionally, you will be expected to provide smart inputs and initiatives for other team deliverables to contribute to the overall success of the team.,

Employement Category:

Employement Type: Full time
Industry: BFSI
Role Category: Not Specified
Functional Area: Not Specified
Role/Responsibilies: Model Risk Analyst

Contact Details:

Company: Idfc First Bank
Location(s): Maharashtra

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Keyskills: Statistical Modeling Mathematical Modeling Model Validation Process Automation Quantitative Analysis Qualitative Analysis VaR Sensitivity Analysis

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Desired Industry (*):

Functional area / Department (*):

Enter Skills (key skills, subjects, technologies & roles to use in search)

Write briefly about yourself, your experience and education (*)

Attach ResumeMax 2.38 MB (RTF, PDF, DOC, DOCX formats only parsed)

Please, check the file size and type.

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Idfc First Bank

How to Apply:\n\nTo schedule your interview call or send your CV through WhatsApp\n\nContact Us: HR Shruti - 7030022495

Model Risk Analyst @ Idfc First Bank

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