Risk Models Validation Specialist
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.
- 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).
- 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.