Credit Risk Model Validation | Risk
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Job Location:
Monthly Salary:
Posted on:
3 days ago
Vacancies:
1 Vacancy
Job Summary
Within the Model Risk Management (MRM) department the Credit Risk & Non-Financial Model Validation teams are organized into four teams: Regulatory Credit Risk & Scoring Model Validation IFRS9 and Credit Stress Test Model Validation ALM Model Validation and Compliance & Non-Financial Risk Model Validation. The Regulatory Credit Risk & Scoring Model Validation team is looking for a Quantitative Analyst to validate models for IRB credit model validation.
The collaborator will be tasked with validating models in the Non Retail Credit Risk Model Validation domain. The responsibilities associated with this validation process include:
- Evaluating the risk dimensions of models (including data methodology performance monitoring usage and documentation);
- Preparing a validation report and presenting findings to the validation committee;
- Monitoring the implementation of recommendations designed to enhance the models;
- Conducting oversight of regulatory and methodological developments.
Qualifications :
- Masters degree in a quantitative field.
- Prior experience at least 3 years in credit risk modeling or validation within the banking sector is necessary.
- Familiarity with the regulatory landscape and texts related to risks including (NDOD Basel IV EBA Guidelines CRR/CRD Collateral eligibility ECB Guide to Internal Models);
- Understanding of modeling techniques (including statistics economics machine learning algorithms etc.);
- Expertise in programming languages such as Python SQL and R;
- Expertise in Microsoft Office applications (Excel PowerPoint Word);
- Excellent writing skills and capacity for synthesizing complex information;
- Advanced written and spoken English and French as a plus.
Soft Skills:
- Ability to work independently;
- Attention to detail;
- Proactive mindset;
- Excellent interpersonal communication;
- Competence in written communication.
We will only consider English Cvs.
Additional Information :
Our workplace reflects the vibrant spirit of our locations with initiatives such as a Green Transportation Budget electric bikes and a flexible Hybrid Work Policy. We promote wellbeing through the Honolulu Wellness Club a Prayer Room a Lactation Room and themed Villages that inspire creativity and collaboration. Through our ESG and DEI strategies we are committed to being inclusive caring and fair ensuring every voice is heard and valued.
Remote Work :
No
Employment Type :
Full-time
Key Skills
- Diploma
- DCS
- ABAP
- Application Development
- Irrigation
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About Company
Natixis in Portugal is fully integrated in the global organization of Natixis, a French multinational financial services firm specialized in Asset & Wealth Management, Corporate & Investment Banking, Insurance and Payments. A subsidiary of Groupe BPCE, Natixis counts nearly 16.000 emp ... View more
