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Risk Models Validation Specialist

Employer
Wiser
Location
Lisbon (PT)
Salary
To be negotiate
Closing date
Oct 4, 2019

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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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