Quantitative Analyst - Model Validation Role
We are seeking a skilled Quantitative Analyst to join our Model Risk Management department. This role will involve validating models for IRB credit model validation, ensuring they meet regulatory requirements.
The ideal candidate will have experience in credit risk modeling or validation within the banking sector. They should be familiar with regulatory texts and frameworks, such as Basel IV and EBA Guidelines.
Key responsibilities will include:
* Evaluating models against risk dimensions, including data, methodology, performance, monitoring, usage, and documentation;
* Preparing validation reports and presenting findings to stakeholders;
* Monitoring the implementation of recommendations to enhance model accuracy;
* Oversight of regulatory and methodological developments.
Qualifications include:
* Master's degree in a quantitative field;
* At least 3 years' experience in credit risk modeling or validation;
* Familiarity with programming languages such as Python, SQL, and R;
* Expertise in Microsoft Office applications, including Excel, PowerPoint, and Word;
* Excellent writing and communication skills.
This is an excellent opportunity for a detail-oriented professional to contribute to our team's success.
We offer a dynamic work environment, opportunities for growth and development, and a competitive compensation package.