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Credit Model Validator

Posted on Oct 28, 2019 by Gazelle Global Consulting

Utrecht, Netherlands
IT
Immediate Start
€100 - €101 Daily
Contract/Project

Credit Model Validator needed for a contract position in The Netherlands.

Credit Model Validator urgently required for interesting contract in Utrecht.

* The assignment concerns the annual review of the bank's credit model for Retail SME and mortgages clients.
* The task includes doing a model risk assessment, drawing up a plan or approach, the executing of data and model tests, the writing up of the results, and engaging in stakeholder discussions about the test results and validation report.
* This will be done in a small team, and in line with the bank's policies and procedures.
* We expect a quantitative analyst with credit model experience, knowledge of credit risk regulation, Python programming skills.
* The candidate will work as a model validator and should have a risk-aware, critical attitude.

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Reference: 784526658

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