Model Validation Officer
Work in a growing Model Risk Team
Apply Statistical methodology to business inqueries
About Our Client
The Client is a leading Financial Services Institution.
The incumbent will perform:
- Independent Model Validation:
- Assist in the independent model testing including evaluation of soundness and developmental evidence, checking the model's accuracy, demonstrating that the model is robust and stable, assessing potential limitations, and evaluating the model's behavior over a range of input values.
- Perform assessment of data quality and assumptions relevance, and appropriate documentation especially where management judgment is used
The Successful Applicant
The succesful candidate will have between 1-3 years experience in:
- Quantitative Analysis with covergae of credit, operation or market risk experience
- Minimum Masters degree in the field of mathematics, statistics, econometris, etc.
- Programming language skills in R, SAS, SQL, or Python
- Has performed advanced analytical methods in solving problems
What's on Offer
Competitive pay and competitive benefits package.