Credit Risk Model Validation - Business/data Analyst
23
Advanced analytical skills
Proficiency in sas programming
Proficiency in sql programming
The role involves conducting data quality assessment and validation analyses to support credit risk modelling activities
Job Summary
The role involves conducting data quality assessment and validation analyses to support credit risk modelling activities.
Candidates will develop high-quality reports and functional documentation while ensuring compliance with internal policies and external regulatory requirements.
The team operates globally across the Netherlands, Poland, and the Philippines, requiring strong collaboration with diverse stakeholders.
Matching Summary
The role involves conducting data quality assessment and validation analyses to support credit risk modelling activities.
Skills & Requirements
Must-have
Advanced analytical skills
Proficiency in SAS programming
Proficiency in SQL programming
Experience with MS Excel Word PowerPoint
Ability to identify problems and find solutions
Nice-to-have
Understanding of credit operations in banking
Experience with PD LGD EAD models
Knowledge of IRB and IFRS9 regulations
Extensive programming experience in SAS
Curious and collaborative team player
Key Requirements
Experience in financial or credit risk
Knowledge of statistical tools and modelling techniques