Model Validation Analyst

Details of the offer

Summary: Ready to take your expertise in credit risk to the next level?
This role offers you the chance to drive the validation of cutting-edge financial models in a fast-paced, dynamic environment.
Based in Cape Town, at the forefront of ensuring model accuracy, compliance, and reliability in the credit risk space.
If you're passionate about data and decision-making, this is the perfect opportunity for you.
Qualifications: A Degree in Mathematics, Statistics, Actuarial Science, Engineering, or a related field.
35 years of hands-on experience in credit risk modeling, validation, or related quantitative roles.
Strong proficiency in Python, R, or SAS for model evaluation and data analysis.
In-depth knowledge of credit risk frameworks, including Basel, IFRS 9, and BCBS239.
Strong understanding of credit risk modeling techniques, such as PD, LGD, EAD, and credit scoring.
Duties and Responsibilities: Validate and assess the performance of credit risk models, ensuring they align with industry standards and regulatory requirements.
Collaborate with model developers to enhance model robustness and real-world applicability.
Conduct rigorous stress testing, sensitivity analysis, and model back-testing to ensure reliability and accuracy.
Ensure compliance with regulatory frameworks related to credit risk and capital management.
Prepare detailed reports and present findings to senior management, highlighting areas for improvement and actionable insights.
Stay on top of regulatory updates and best practices in the credit risk field.
Apply now!


Nominal Salary: To be agreed

Job Function:

Requirements

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