- Ensuring the scope of independent validation appropriately challenges a model’s scope of application, methodology, implementation, data used and its documentation
- Perform and oversee independent validations to challenge models' scope of application, implementation, data and documentation whilst ensuring they meet policy and regulatory requirements
- Help further develop validation code library for the prescriptive models
- Produce insightful validation reports and present these to internal stakeholders
- Ensuring the model register, model change and issues logs, and other model risk management infrastructure are well maintained
- At least 3 years' experience in an Analytical or Quantitative role with exposure to credit risk
- Excellent tertiary qualifications in and Applied Mathematical discipline e.g. Actuarial, Statistics, Econometrics, Engineering or equivalent
- Proven retail or non-retail credit risk modelling or model validation covering Internal Ratings Based (IRB), provisioning and scorecard models.
- Advanced knowledge of SAS, R, SQL, Microsoft Word and Excel. Knowledge of Python, Git, Jupyter, Spark, cloud computing and machine learning is an advantage
To apply please follow the link below, or for further information email firstname.lastname@example.org
At Randstad, we are passionate about providing equal employment opportunities and embracing diversity to the benefit of all. We actively encourage applications from any background....