Key Position: Senior Risk Model Validator
We are seeking a highly skilled and experienced risk model validator to join our team. As a senior risk model validator, you will be responsible for ensuring that our risk management models are accurate, reliable, and comply with regulatory requirements.
About the Role:
* Develop and validate broad array of risk management services for financial institutions.
* Support financial institutions through the definition of governance models, policies, processes, and procedures in accordance with local, national, and global requirements.
* Assist in establishing, monitoring, evaluating, and interpreting data with a risk management focus.
* Develop Probability of Default and Loss Given Default risk rating models for commercial & corporate borrowers.
* Develop time series Stress Test models to support capital planning initiatives.
* Support performance monitoring and model validation.
* Perform data manipulation and analysis using SQL, SAS, and other tools, and present results and recommendations to Credit Risk Management.
Requirements:
* Academic degree in Management, Economics, Finance, Statistics, Mathematics, or similar financial/analytical fields of study.
* At least 3-4 years of experience in risk management analysis and projects, mainly in banking sector.
* Knowledge of local and international banking regulations that affect models and rating systems.
* Relevant experience in development or validation end-to-end statistical models, including credit IRB, IFRS 9 provisioning, and stress testing.
* Good knowledge of risk model development and validation techniques.