Senior Quantitative Analyst - Credit Model Validation
Tasks
- Assess model appropriateness
- Evaluate model data quality
- Explain validation findings
- Lead validation projects
- Prioritize assigned tasks
- Provide independent model challenge
- Respond to audit and regulator queries
- Review statistical techniques
- Validate credit risk models
Perks/Benefits
Skills/Tech-stack
Credit Risk | Data analytics | Econometrics | Economic Capital | IFRS9 | IRB | SAS | SQL | Statistical modeling | Stress Testing
Education
Bachelor of Engineering | Bachelor of Science | Master of Engineering | Master of Science | PhD
Roles
Analyst | Credit Risk Analyst | Quantitative Analyst | Risk Analyst
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