Model Risk & Validation

EY India

📍 Pan India
EY is hiring for their Model Risk, Validation & Analytics team. Seeking 3–15 years experienced professionals in IRB/Basel model development and validation. Key Requirements: - Retail Credit Risk (IRB/IFRS 9) expertise - Wholesale Banking credit risk models - Strong statistics and quantitative modelling skills - Model validation techniques (back-testing, benchmarking) - Python, R, SAS, MATLAB proficiency - Knowledge of MRM frameworks

Requisitos

  • Retail Credit Risk (IRB/IFRS 9) expertise
  • Wholesale Banking credit risk models
  • Strong statistics and quantitative modelling skills
  • Model validation techniques (back-testing, benchmarking)
  • Python, R, SAS, MATLAB proficiency
  • Knowledge of MRM frameworks
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