Risk Models Validation Specialist
- Employer
- Wiser
- Location
- Lisbon (PT)
- Salary
- To be negotiate
- Closing date
- Oct 4, 2019
View more
- Job Function
- Banking, Risk Management
- Industry Sector
- Commercial Bank, Credit Union, Private Bank, Savings & Loan,
- Employment Type
- Full Time
- Education
- Masters
You need to sign in or create an account to save a job.
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.
You need to sign in or create an account to save a job.
Sign in to create job alerts
Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.
Create alert