Model Validation Lead
4.5
Töötajate arv: 500–1000
Põhitegevusala: Krediidiasutused
Palk täpsustamataTuruvahemik: 2700–3800 €
Responsibilities
Independent validation of credit risk and other risk models, covering the full process from scoping and testing to final reporting, with findings and recommendations presented to stakeholders. Providing technical and methodological guidance to fellow validators, continuously improving validation methodologies and the model risk framework, and constructively challenging quantitative assumptions 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