JCW Resourcing UK
My client, an international bank, is looking for a Credit & Transversal Validation Analyst to join their Credit Validation team in their Belgium branch. The Validation Department focuses on the development of their ideal framework in Credit & Transversal modelling and are looking to strengthen the team.
- Model validation for covered models (except for market models) such as Credit Risk, Economic Capital, Compliance and ALM
- Ensure that the models are in line with regulatory requirements as per the Belgium regulatory bodies
- Liaise with different stakeholders such as other developers and users
- Examine the implementation of new and ongoing models
- 2+ years of experience in Risk Modelling or Validation, experience in ALM modelling is a bonus
- A Master’s in Mathematics, Engineering, Actuarial or similar of similar fields
- Professional fluency in English and either French or Dutch
- Proficiency in statistical software such as Matlab, SAS or Python
We aim to be an equal opportunity recruiter and we are determined to ensure that no applicant receives less favourable treatment on the grounds of gender, age, disability, religion, belief, sexual orientation, marital status, or race, or is disadvantaged by conditions or requirements.