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Model Validation - Credit Risk

Job description


  • Assist with the independent validation of new and existing models used for risk management, capital calculation, and stress testing.
  • Conduct qualitative reviews of the model development process, including evaluating underlying assumptions and theoretical foundations.
  • Perform quantitative assessments of model performance through data evaluation and statistical testing.
  • Document validation findings, communicate results to senior management, and present them to relevant committees.
  • Review regulatory requirements and industry practices related to the models.


  • Minimum 6 years experience in analytics, developing or validating statistical models within banking industry.
  • Experience in digital/online lending models/applications preferred.
  • SAAS is a must, good to have Python

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