<p><strong>What role you will play in team:</strong> You'll be integral to ensuring the accuracy and reliability of our credit risk models, a critical function in managing our credit portfolio.</p><p><strong>What you will do:</strong> You'll independently validate existing models, identify areas for improvement, and work with model developers to enhance their performance and accuracy.</p><p><strong>Key responsibility:</strong><ul><li>Independently validate credit risk models using statistical methods.</li><li>Assess the accuracy and reliability of models.</li><li>Identify areas for model improvement and provide recommendations.</li><li>Document validation findings and communicate results to stakeholders.</li><li>Collaborate with model developers to enhance model performance.</li><li>Stay abreast of regulatory changes and best practices in model validation.</li></ul></p><p><strong>Required Qualification and Skills:</strong><ul><li>Master's degree in statistics, mathematics, or a related field.</li><li>3-5 years of experience in credit risk model validation.</li><li>Strong understanding of statistical modeling techniques.</li><li>Proficiency in statistical software packages (e.g., SAS, R).</li><li>Excellent analytical and communication skills.</li></ul></p><p><strong>Benefits Included:</strong><ul><li>Competitive salary and comprehensive benefits package.</li><li>Opportunities for career advancement and professional development.</li><li>Collaborative and supportive work environment.</li><li>Hybrid work option.</li></ul></p><p><strong>A Day in the Life:</strong> A typical day involves performing statistical analysis, reviewing model documentation, collaborating with model developers, and reporting validation results to senior management.</p>