Senior Risk Model Validator
Há 3 dias
**About the Opportunity**
The role of Senior Risk Model Validator at Phiture involves working with our team to provide a well-integrated array of risk management services for financial institutions. This will mean using your technical knowledge and client-facing experience to help prestigious clients in the financial services market make strategic and operational changes about their businesses.
- Providing a broad range of risk management services with high efficiency and quality;
- Supporting financial institutions through the definition of governance models, policies, processes, and procedures in accordance with local, national, and global requirements;
- Assisting in establishing, monitoring, evaluating, and interpreting data with a risk management focus;
- Supporting the implementation of key regulatory requirements and guidelines;
Risk Model Development and Validation
- 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;
- Supporting performance monitoring and model validation;
Key Responsibilities
- Performing data manipulation and analysis using SQL, SAS, and other tools and presenting results and recommendations to Credit Risk Management;
- Contributing to the analysis of impairment models;
- Participating in regulatory risk assessment exercises and independent reviews of the applicable prudential framework;
- Identifying risk and/or improvement opportunities;
Required Skills and Qualifications
- Academic Degree in Management, Economics, Finance, Statistics, Mathematics, or similar fields of studies;
- At least 3-4 years of experience in risk management analysis and projects, mainly in banking sector;
- Background in consulting environment is really valued;
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