Associate Consultant
Current- Credit Risk Model Validation (both Qualitative and Quantitative test)
- Discriminatory, Calibration, Stability Power Testing (PSI, KS, GINI,AUC-ROC)
- Review of overall ECL computations, including PD, LGD, EAD calculations
- Designing of MRM Policy, Model Validation Policy and Report and Model Document
- IFC Testing by preparing Risk Control Matrices