We now seek strong Credit Risk Model Validation experts with strong Python expertise for a project with a high degree of focus on it.

Our  client is a leading financial services group in the Nordic region and one of the biggest banks in Europe

They want to make a real difference – for their customers and for the communities in which they operate, by sharing their broad expertise based on years of experience in the banking business.  They serve their customers through presence in 20 countries, including four Nordic home markets – Denmark, Finland, Norway and Sweden. Combined, the economies of these four Nordic countries represent the world’s 10th largest economy

6 month contract

The Credit Risk Model Validation expert will perform/have:-

• Technical review of model development documentation
• Technical review of model validation documentation
• Assessment of model performance
• Essential Credit risk modelling techniques
• Knowledge of credit risk processes, governance and documentation
• Experience of Retail/Wholesale PD/LGD/EAD models
• Validating risk models, including performing quantitative analyses;
• Experience in all aspects of model development/validation including data extraction, data transformation, modular model development, user acceptance testing, model performance testing
• Understanding of key regulatory/ accounting requirements (eg IFRS 9, Basel, CECL)
• Ability to understand and execute programming code in Python
• Ability to communicate risk/finance requirements to the reciprocal function, i.e risk to finance and finance to risk

If you are a strong Python orientated Credit Risk Model Validation expert – we are waiting to hear from you

info@quantribute.com for the best credit risk modelling jobs