The Senior Model Validator is a member of the Credit Risk Model Validation team. The Senior Model Validator has in-depth specialist knowledge of credit risk models, methodologies, regulations, and business, as well as of the relevant processes.
The Senior Model Validator in this team has the main tasks of:
- performing high-quality validations and reviewing the validation work of other validators
- leading large model validation projects
- participating in general projects and decision-making concerning model validation framework, regulatory requirements, policies
- coaching Model Validators and Associate Model Validators
- communicating with stakeholders, i.e. regulators, auditors, management
- acting as a delegate for the Team Lead Model Validation if required.
- University degree in a quantitative discipline, e.g. mathematics, physics, econometrics, or similar, at least at the Master's level. A Ph.D. and/or additional qualification (e.g. FRM, CFA, CQF certificates) is desirable
- At least 6 years of relevant work experience in a quantitative role in the industry (e.g. modeler, model validator, quantitative risk manager, quantitative consultant) and/or in related research
- Profound expertise in credit risk modeling or validation, relevant regulatory landscape (Basel III/IV, CRR/CRD, EBA standards, and guidelines), data validation, and modern programming languages, e.g. Python, SAS, and their application in statistical analysis
- You work well in teams, have good communication skills, and are capable to influence the stakeholders