Risk Models Validation Specialist

Employer
Wiser
Location
Lisbon (PT)
Salary
To be negotiate
Posted
Sep 19, 2019
Closes
Oct 04, 2019
Job Function
Banking, Risk Management
Employment Type
Full Time
Education
Masters

Descrição de Funções
Wyser is an international company among the top players in Search & Selection, specializing in middle-up management and Executive Search. Integrated in GI Group, a leading developer of global labor market.

We are currently recruiting a Risk Models Validation Specialist for the Risk Area of one of the major Portuguese Banks.

Main Responsibilities

  • Quantitative validation of the performance of the PD’s and LGD’s models review of the model design, stability and backtesting;
  • IFRS9 validation models assessment;
  • Reporting to regulatory entities (Bank of Portugal, European Central Bank).

Skills

  • Bachelor’s/Master’s Degree in Mathematics, Statistics, Economics or similar;
  • Between 3 and 4 years of experience in Risk;
  • Previous contact with SAS;
  • Fluency in English;
  • Strong analytical skills;
  • Ability to deal effectively with pressure and team player.

 

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