at UBS
Bulge Bracket Investment BanksPosted 5 days ago
No clicks
**Credit Risk Senior Model Validation Quantitative Analyst**: Supervise and independently validate credit risk models, ensuring alignment with regulatory and internal frameworks. Collaborate across teams and define validation scope. Develop and maintain validation standards, assess model risk, mentor juniors, and drive internal projects. Proficient in quantitative risk modelling and analytical thinking. Proven experience in credit risk and model validation.
- Compensation
- Not specified
- City
- Not specified
- Country
- Not specified
Currency: Not specified
Full Job Description
| Do you have a challenging mindset? Are you an innovative analytical thinker who likes to question the status quo? Are you interested in quantitative risk modelling? Are you wondering where the limitations of a model are? We are looking for someone to: supervise and conducting independent validations of credit risk models in line with current regulatory and internal policy frameworks: Collaborate with model developers and engage stakeholders across the organization. Define validation scope based on model use case, complexity, and materiality. Lead the development and maintenance of validation standards and stay abreast of regulatory and market developments. Evaluate the model risk, including model robustness analysis, identification of limitations, and their assessment. Promote consistency in validation practices Guide and mentor junior validators. Drive internal initiatives | Show more Credit Risk Senior Model Validation Quantitative Analyst |
