Model Validation Role - Credit Risk Modelling

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