Credit Risk Model Validation Specialist

Key Responsibility:

• Independently validate credit risk models used in the bank's lending activities. - Assess the models' accuracy, completeness, and reliability using appropriate statistical methods. - Review model documentation and ensure compliance with regulatory requirements. - Identify model limitations and potential risks. - Communicate findings to model developers and senior management. - Collaborate with other model validation specialists to ensure consistent standards and best practices. - Develop and maintain model validation procedures and documentation. - Stay current on model validation methodologies and regulatory requirements. Qualification Required:

• Master's degree in Statistics, Mathematics, Finance, or a related field. - Experience in model validation, ideally within the financial services industry. - Strong understanding of statistical modeling techniques. - Experience with statistical software packages (e.g., SAS, R, Python). - Excellent communication and presentation skills. - Understanding of credit risk management principles. Note: Benefits Included: The company offers a competitive salary and benefits, opportunities for professional growth and development, a collaborative and supportive work environment, and follows a hybrid work model. Key Responsibility:

• Independently validate credit risk models used in the bank's lending activities. - Assess the models' accuracy, completeness, and reliability using appropriate statistical methods. - Review model documentation and ensure compliance with regulatory requirements. - Identify model limitations and potential risks. - Communicate findings to model developers and senior management. - Collaborate with other model validation specialists to ensure consistent standards and best practices. - Develop and maintain model validation procedures and documentation. - Stay current on model validation methodologies and regulatory requirements. Qualification Required: