Associate Director | Financial Risk | Bengaluru | Regulatory & Financial Risk

Model Monitoring & Governance x 3 [immediate requirement and joiners]: Model Monitoring, Regulatory Guidelines, PRA, Basel, IFRS 9, SS 1/23, Backtesting, Sensitivity Analysis, Data Analysis, Python

–         Develop and implement monitoring frameworks for Basel and Decision credit risk models, including PD, LGD, and EAD models

–         Expertise in regulatory guidelines from the PRA, HKMA e.g., Basel 3.1, CCAR, IFRS9, SS 1/23, and relevant regulatory standards

–         Perform periodic backtesting, sensitivity analysis, and benchmarking to assess model performance

–         Analyze model outputs and identify trends, discrepancies, and areas for improvement

–         Extract, process, and validate large datasets to ensure data quality and consistency for model monitoring

–         Collaborate with IT and data engineering teams to enhance data pipelines and model monitoring infrastructure

–         Utilize statistical and machine learning techniques to evaluate model stability and performance over time

–         Generate insightful reports and advanced visualizations using Qliksense/Google Looker to communicate findings to stakeholders