Model Validation Analyst

SUMMARY:

Model Validation Analyst – Elevate Credit Risk Models to New Heights

Summary:

POSITION INFO:

Qualifications:

• A degree in Mathematics, Statistics, Actuarial Science, Engineering, or a related field.
• 3–5 years of hands-on experience in credit risk modeling, validation, or related quantitative roles.
• Strong proficiency in Python, R, or SAS for model evaluation and data analysis.
• In-depth knowledge of credit risk frameworks, including Basel, IFRS 9, and BCBS239.
• Strong understanding of credit risk modeling techniques, such as PD, LGD, EAD, and credit scoring.

Duties and Responsibilities:

• Validate and assess the performance of credit risk models, ensuring they align with industry standards and regulatory requirements.
• Collaborate with model developers to enhance model robustness and real-world applicability.
• Conduct rigorous stress testing, sensitivity analysis, and model back-testing to ensure reliability and accuracy.
• Ensure compliance with regulatory frameworks related to credit risk and capital management.
• Prepare detailed reports and present findings to senior management, highlighting areas for improvement and actionable insights.
• Stay on top of regulatory updates and best practices in the credit risk field.

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