Model Validation 2nd LOD Intermediate Analyst - C11

About the role

The Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing the credit risk. In areas related to credit risk, individuals in this role develop, enhance, and validate models for measuring losses for mortgage portfolios. They also develop and maintain key risk parameters like default and rating migration data, usage given default data and transition matrices.

What you'll do

• Evaluating testing approach and results for individual models in accordance with MRM guidance
• Assessing the ongoing performance monitoring of the models
• Contributing to regulatory and internal audit related responses

What you need

• Credit risk
• Internal audit
• Any graduate