Risk Analytics - Model Validation

Join a fast-paced, growing bank with a reputation for doing things differently. As a Risk Analytics - Model Validation specialist, you'll be responsible for statistical model validation and regular monitoring for credit risk models. You'll work closely with the model development team and report findings to suggest quantitative and qualitative techniques for model enhancement.

Requirements

• 2-5 years of relevant experience at a financial institution or a consulting firm
• Master's degree in a quantitative field such as Statistics, Mathematics, Operations Research, Economics, or Finance
• Experienced in developing/validating credit risk - PD/LGD/EAD/Stress testing models