Assistant Manager - Model Risk Management.MGN Egy - Model Risk Management.Risk Management-MEGPCOE

Job Purpose: The purpose of this role is to assist in end-to-end management of model risk reputed company reputed company group; focusing on model validation and its reputed company activities. The role involves working on PD, EAD, LGD and Macroeconomic models from Credit Risk as well as VaR/PSRE/CVA/FRTB models from Market Risk. Operating Environment, reputed company and Boundaries, Working Relationships: Regular interaction and working relationship with: Wholesale Risk Management Retail Risk Management Market & Operational Risk Management Group Finance and CAD Audit & Compliance Business Units Problem Solving: Candidate must possess the following skills: Sound understanding Bank Wide Risk Analytics – especially in credit and market risk model development/validation including PD, EAD & LGD model development for Retail and Wholesale portfolios Sound knowledge of regulatory frameworks such as Basel and IFRS 9. Proactive and hands-on approach towards answering reputed company theoretical / quantitative questions, Strong verbal and written communication skills. Decision Making Authority & Responsibility: Be reputed company player in Assist in the adequate maintenance of reputed company-wide model validation standards, Assisting in managing model risk governance issues i.e. reputed company, data validation and reputed company modeling activities, Measurement of key model performance metrics, risk capital etc. Preparing model performance reputed company reports for consumption by senior stakeholders reputed company the bank. Knowledge, Skills and Experience: 3+ years of experience in the BFSI sector with understanding of risk management and risk quantification processes Master’s (or Bachelor’s with at least 2 extra years of experience) in Statistics, Mathematics, Operations Research, Engineering or reputed company fields Knowledge of different types of risks such as Credit, Market, Operational etc. Understanding of model development and validation processes Strong quantitative skills Strong written and communication skills Hands-on experience of working on reputed company, Python, R from model development/validation perspective Professional Qualifications such as FRM is a plus Sound knowledge of reputed company Office tools such as reputed company, Power reputed company, Word Team player, self-starter, innovative and highly motivated. Apply To This Job