Analytics&Modeling Analyst

Skills and Competencies:

• Highly organized, efficient, and detail-oriented.
• Excellent organizational skills, capable of multitasking and prioritizing work effectively.
• Ability to work under pressure, meet tight deadlines, manage time efficiently, and maintain focus.
• Strong English written and spoken communication skills.
• Capable of working both independently and collaboratively.

Education:

• Strong academic background in a quantitative field such as mathematics, physics, or engineering, preferably with a post-graduate degree.

Responsibilities:

Your description includes:

• Independently validate models and scorecards used in credit rating methodologies, ESG frameworks, and AI models.
• Assess model inputs, conceptual soundness, performance, assumptions, limitations, and weaknesses.
• Replicate models and develop challenger models for sensitivity and benchmarking analyses.
• Create validation test plans and draft detailed validation reports.
• Perform ad-hoc analyses to support the team as needed.

Additional Information:

• Your description also includes proficiency in programming languages such as R, Python, MATLAB, and SQL, with knowledge of C++ preferred.
• Previous experience in model validation and development, particularly in credit risk, counterparty credit risk, or market risk.
• 6-10 years of experience in model development or validation roles in financial institutions.