Kirti Sharma

Assistant Manager @Genpact

Noida, IN

Model Validation - Conduct independent model validation of regulatory stress testing (CCAR) models for a Category I US Bank. Perform quantitative analysis using Python and SAS to assess model methodology, performance, and assumptions. Validate models in alignment with SR 11-7 supervisory guidance and internal MRM standards. Prepare validation documentation, highlighting model risks, limitations, and compliance with regulatory expectations. Collaborate with model developers, risk managers, and governance teams to ensure robust model risk management practices.