Consultant at Mancer
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Model Validation Role - Credit Risk Modelling (5-10 yrs)
Model Validation Role - Credit Risk Modelling
Roles & Responsibilities :
- This role is responsible for the validation of credit risk models, including IFRS 9, regulatory and economic capital
- Required to use quantitative and qualitative skills to validate model performance and draw meaningful insights from the analysis of credit risk models
- Your responsibilities will include ongoing validation of credit risk models including the automation of testing and timely reporting of validation results and insights
- To document your analysis, findings and recommendations, as well as effectively manage stakeholders to ensure timely review and analysis of credit models
Qualification Required :
- Relevant degree in a quantitative discipline with strong academic performance, as well as a minimum of 6-8 years of experience within an analytical risk function and a deep understanding of credit risk and modelling techniques
- Experience with software tools such as Alteryx, PowerBI and R will be considered favorably
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