| Date | 2024-12-30 |
|---|---|
| Job Title | Model Validation Analyst |
| Employer | More Information |
| Salary | |
| Category | Accounting Finance |
| Location |
Cape Town Region / Cape Town City Centre |
Job Summary
Summary: Ready to take your expertise in credit risk to the next level? This role offers you the chance to drive the validation of cutting-edge financial models in a fast-paced, dynamic environment. Based in Cape Town, at the forefront of ensuring model accuracy, compliance, and reliability in the credit risk space. If you`re passionate about data and decision-making, this is the perfect opportunity for you. Qualifications: A Degree in Mathematics, Statistics, Actuarial Science, Engineering, or a related field. 35 years of hands-on experience in credit risk modeling, validation, or related quantitative roles. Strong proficiency in Python, R, or SAS for model evaluation and data analysis. In-depth knowledge of credit risk frameworks, including Basel, IFRS 9, and BCBS239. Strong understanding of credit risk modeling techniques, such as PD, LGD, EAD, and credit scoring. Duties and
Responsibilities:
Validate and assess the performance of credit risk models, ensuring they align with industry standards and regulatory requirements. Collaborate with model developers to enhance model robustness and real-world applicability. Conduct rigorous stress testing, sensitivity analysis, and model back-testing to ensure reliability and accuracy. Ensure compliance with regulatory frameworks related to credit risk and capital management. Prepare detailed reports and present findings to senior management, highlighting areas for improvement and actionable insights. Stay on top of regulatory updates and best practices in the credit risk field.
Model Validation Analyst position available in Cape Town Region, Cape Town City Centre. This job position was posted by . The job has been posted on 2024-12-30 in the Accounting Finance category
Click Go Apply to apply online!
You might also like to look at the available jobs in the same area.
Apply directly for this position
Some posts have contact information included with other instructions. All applicants are urged to read the instructions carefully.
We will list jobs at the bottom of each job, so feel free to scroll down and continue your search.
We do not accept any job applications and merely offer the service of daily jobs being mined and displayed on our job portal.
Each job post has a link to take you directly to the original post to apply on their website or the original website where the post came from.
Here are some more related positions
Cape Town City Centre: Model Validation Analyst
Summary: Ready to take your expertise in credit risk to the next level? This role offers you the chance to drive the validation of cutting-edge financial models in a fast-paced, dynamic environment. Based in Cape Town, at the forefront of ensuring model ac
View Job
Model Validation Analyst
Johannesburg: Model Validation Analyst
Summary: Ready to take your expertise in credit risk to the next level? This role offers you the chance to drive the validation of cutting-edge financial models in a fast-paced, dynamic environment. Based in Cape Town, at the forefront of ensuring model ac
View Job
Model Validation Analyst
Email Alerts
Click the button below and submit your email to receive email alerts with the latest jobs.
This service is offered by Result Generation
We do not save your information, and your email is the only information we forward to the service.
If you wish to unsubscribe, please click here
