Model Risk Auditor within PASHA Bank
Baku, Baku, Azerbaijan
PASHA Holding
We believe in the importance of credibility and we are certain of our strategy, based on integrity, quality, profitability, collaboration, and entrepreneurship.- Participate in the audit process of business, finance, and risk models using statistical and machine learning methods;
- Assist in the preparation of audit reports and provide any recommendations if applicable;
- Collect data from various sources and platforms to obtain accurate information during the model audit process;
- Read model documentation, investigate model methodology, thoroughly analyze data, ask appropriate questions to understand model processes and techniques, identify model deficiencies and risks, and prepare appropriate recommendations.
- Continuously participate in learning programs to develop personal qualities;
- Achieve semi-annual and annual goals set and accepted by the employee;
- Perform other verbal and written tasks assigned by the direct supervisor
Requirements
- A bachelor's degree in finance, accounting, economics, statistics, mathematics.
- Excellent understanding of quantitative finance and model development.
- Financial mathematics skills and fluency in statistics, calculus and numerical methods.
- Significant understanding of model’s design, development, calibration, stress testing and validation.
- Should have experience in the development, validation or auditing of quantitative models.
- Proficiency in MS EXCEL, R, SQL and Python with experience in data analysis and modeling using libraries such as pandas and scikit-learn.
- Experience with data visualization tools, such as Tableau, is desirable.
- Understanding of credit risk management practices and regulatory requirements.
- Deep understanding of risk and how controls can mitigate those risks while showing business acumen and commercial awareness.
* Salary range is an estimate based on our AI, ML, Data Science Salary Index 💰
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Tags: Credit risk Data analysis Data visualization Economics Excel Finance Machine Learning Mathematics ML models Pandas Python R Scikit-learn SQL Statistics Tableau Testing
Region:
Asia/Pacific
Country:
Azerbaijan
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