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* Comprehensive model reviews to assess conceptual soundness, data integrity, performance, implementation and adherence to regulatory and/or internal requirements. * Documentation of conducted assessments and findings in thorough review reports including recommendations for model improvements. * Tracking completion of review recommendations. * Providing guidance and technical support to junior team members.
* Master's or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering. * Experience with some statistical modelling software / programming language e.g. SAS, Python, R, Matlab, C++, VBA. * Ability to clearly articulate technical topics in English, both written and spoken. * Team-oriented mentality combined with ability to complete tasks independently to a high quality standard.
Credit Specific Requirements: * Prior experience with development or validation of one or more of the following model types: o Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD) o Application and Behavioral scorecards o Stress Testing o IFRS9
Market Specific Requirements: * Knowledge in one or more of the following areas: Stress Testing and Scenario Analysis models, Traded Risk and Pricing Models, Global Markets Trading & Hedging models, Asset Liability Models etc. * Strong understanding of highly exotic derivatives trades.