Lead and manage independent validation reviews across a wide range of core credit market operational risk capital or other business-impact models used throughout the financial institutions
Meet business needs and regulatory expectations with responsibility for investigating key aspects of each model under review: choice of modeling approach the underlying assumptions and associated limitations performance and optimal use of the model etc.
Review verify and validate risk models for theoretical soundness testing design and identification of model weaknesses ensuring ongoing monitoring as well as contribute in the firm-wide model risk and control assessment.
Job Requirements:
Application experience:R MATLAB SQL Python SAS Bloomberg Reuters
Disclaimer: Drjobpro.com is only a platform that connects job seekers and employers. Applicants are advised to conduct their own independent research into the credentials of the prospective employer.We always make certain that our clients do not endorse any request for money payments, thus we advise against sharing any personal or bank-related information with any third party. If you suspect fraud or malpractice, please contact us via contact us page.