Risk Model Validation Specialist (42564)

As a Risk Model Validation Specialist, you will execute statistical tests, assess data quality, and ensure that our credit risk models meet both internal standards and regulatory requirements. You will perform quantitative analyses using Python, PySpark, SQL, and Excel, and contribute to thorough documentation and reporting of your findings. I expect a strong background in statistics, mathematics, or data science, hands-on experience with credit risk modeling or validation, and familiarity with IRB or IFRS 9 frameworks.

🚀 Project
- working on credit risk model validation tasks
- executing statistical tests and performing data quality assessments on assigned models
- assessing compliance of models with internal guidelines and regulatory requirements
- performing quantitative analyses mainly using Databricks (Python / PySpark / SQL) and MS Excel
- supporting documentation and reporting of validation findings
- following detailed internal validation guidelines to ensure accuracy and consistency
- contributing to team discussions and problem-solving related to model validation

🎯 Skills
- an academic background in statistics, mathematics, data science, econometrics, economics, physics, engineering or similar
-at least 3 years of work experience in credit risk modelling/validation (internships or academic projects also considered)
- familiarity with IRB modelling guidelines or IFRS 9 requirements
- working knowledge of analytical and programming tools such as R, SAS, SQL, or Python
- experience working with databases or data warehouses
- actively and independently searching for and proposing solutions to modelling problems
- familiarity with translating analytical results into structured reports and presentations
- english working proficiency

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