Model validation (mbs prepayment models)
Company · Maharashtra, India
FULL TIMEpermanent
Job Description
Hi,
This is with regards to an opening with Global Financial Services firm in Mumbai
Role - Associate/AVP - Model Validation Securitized Products (MBS Prepayment Models)
Exp - 4-12 years
Location - Mumbai
Responsibilities:
This position in the Global Model Validation Group, responsible for validating models used across the Agency mortgage and securitized products businesses
•
Evaluate model conceptual soundness, ongoing monitoring frameworks, and model outcomes to assess appropriateness for intended use
•
Identify, analyze, and quantify potential model risk, including sensitivity to assumptions, calibration accuracy, performance stability, and robustness of model outputs
•
Produce comprehensive model validation documentation, including validation findings and risk-based assessments of model limitations and assumptions
•
Present validation results and risk assessments to senior management, model risk governance committees, and business stakeholders
•
Build collaborative partnerships with stakeholders while maintaining independent and principled challenge
If you are interested with the above, kindly revert with your updated CV on
This is with regards to an opening with Global Financial Services firm in Mumbai
Role - Associate/AVP - Model Validation Securitized Products (MBS Prepayment Models)
Exp - 4-12 years
Location - Mumbai
Responsibilities:
This position in the Global Model Validation Group, responsible for validating models used across the Agency mortgage and securitized products businesses
•
Evaluate model conceptual soundness, ongoing monitoring frameworks, and model outcomes to assess appropriateness for intended use
•
Identify, analyze, and quantify potential model risk, including sensitivity to assumptions, calibration accuracy, performance stability, and robustness of model outputs
•
Produce comprehensive model validation documentation, including validation findings and risk-based assessments of model limitations and assumptions
•
Present validation results and risk assessments to senior management, model risk governance committees, and business stakeholders
•
Build collaborative partnerships with stakeholders while maintaining independent and principled challenge
If you are interested with the above, kindly revert with your updated CV on
Details
| Company | Company |
| Location | Maharashtra, India |
| Type | FULL TIME |
| Niche | general |
| Experience | permanent |
