assess the model's conceptual soundness and methodology; check appropriateness of input data, model assumptions and parameters, as well as calibration accuracy; review outcome, impact, conduct benchmark and robustness inquires; identifying model limitations and evaluating overall model risk; document the assessment to required standards; interact and collaborate with stakeholders, such as model development team, users, model governance representatives
Requirements:
good quantitative and modelling skills with completed education in a quantitative field (e.g. econometrics, financial economics, financial mathematics, statistics, engineering, physics, mathematics); graduate level or with 1-2 years of experience in a similar role; knowledge of financial markets and products, interest in the financial services industry; experience in statistical and economic modeling techniques, ie. regression, logistic regression, time series, error correction model etc
Text:
Credit Risk Model Validation Quantitative Analyst assess the model's conceptual soundness and methodology; check appropriateness of input data, model assumptions and parameters, as well as calibration accuracy; review outcome, impact, conduct benchmark and robustness inquires; identifying model limitations and evaluating overall model risk; document the assessment to required standards; interact and collaborate with stakeholders, such as model development team, users, model governance representatives good quantitative and modelling skills with completed education in a quantitative field (e.g. econometrics, financial economics, financial mathematics, statistics, engineering, physics, mathematics); graduate level or with 1-2 years of experience in a similar role; knowledge of financial markets and products, interest in the financial services industry; experience in statistical and economic modeling techniques, ie. regression, logistic regression, time series, error correction model etc
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