Data Model Risk Specialist
2 days ago
**Job Title:** Data Model Risk Specialist
The role of the Data Model Risk Specialist is to develop, validate, and refine quantitative models that support credit rating decisions and risk assessments.
Key Responsibilities:
- Create statistical and econometric models for key risk parameters, including Probability of Default (PD), Loss Given Default (LGD), and Expected Loss (EL).
- Implement performance testing, benchmarking, and sensitivity analysis of existing models.
Candidate Profile:
- Bachelor's Degree in Finance / Statistics / Mathematics / Data Science or related field.
- Strong command of programming tools such as Python, R, SAS, and SQL.
- Understanding of credit risk models, financial instruments, and portfolio risk dynamics.
Our Ideal Candidate:
- Has a solid understanding of data modeling and analysis techniques.
- Is proficient in programming languages and can effectively communicate complex ideas.
- Can work well under pressure and meet deadlines.
What We Offer:
- A challenging and rewarding role with opportunities for growth and development.
- A collaborative and supportive work environment.
- The chance to make a real impact on the business.
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