Risk Model Validation Consultant
Há 4 dias
Are you ready to take on a challenging role in risk management? As a Risk Model Validation Consultant, you will work with our team to provide expert advice and guidance to financial institutions. Your technical knowledge and client-facing experience will be essential in helping us deliver high-quality services to our clients.
About the RoleThis is an exciting opportunity for a highly motivated individual to join our team as a Risk Model Validation Consultant. You will be responsible for providing well-integrated broad array of risk management services for financial institutions. This will involve supporting financial institutions through the definition of governance models, policies, processes and procedures in accordance to local, national and global requirements.
You will also be assisting in establishing, monitoring, evaluating and interpreting data with a risk management focus. This will involve developing Probability of Default and Loss Given Default risk rating models for commercial & corporate borrowers. Additionally, you will be developing time series Stress Test models to support capital planning initiatives.
Your key responsibilities will include:
- Providing a well-integrated broad array of risk management services for financial institutions
- Supporting financial institutions through the definition of governance models, policies, processes and procedures
- Assisting in establishing, monitoring, evaluating and interpreting data with a risk management focus
- Developing Probability of Default and Loss Given Default risk rating models for commercial & corporate borrowers
- Developing time series Stress Test models to support capital planning initiatives
Requirements
To qualify for this role, you must have:
- A strong academic background in Management, Economics, Finance, Statistics, Mathematics or similar financial/analytical fields of studies
- At least 3-4 years of experience in risk management analysis and projects, mainly in banking sector
- Knowledge of local and international banking regulations that affect models and rating systems
- Relevant experience in development or validation end-to-end statistical models, including credit IRB, IFRS 9 provisioning and stress testing
The ideal candidate will have excellent problem-solving skills, ability to prioritize shifting workloads, and strong communication and presentation skills. If you're ready to take on new challenges and make a difference in a dynamic organization, this role is for you.
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