Senior Credit Risk Model Validation Analyst
4.5
Töötajate arv: 500–1000
Põhitegevusala: Krediidiasutused
Palk täpsustamataTuruvahemik: 2700–3800 €
Responsibilities
Independent validation of credit risk and other risk models from scoping and testing through to reporting, with validation findings and recommendations presented to stakeholders, technical and methodological guidance provided to fellow validators, and continuous improvement of validation methodologies, workflows and the wider model risk framework in partnership with model developers and business owners.
Requirements
- Mathematics degree
- Statistics degree
- Data Science degree
- Econometrics degree
- Quantitative Finance degree
- Credit risk model experience
- PD LGD EAD models
- IFRS 9
- IRB
- Python