Job Summary
In this role, you will provide
independent oversight and validation of models used across the bank, spanning areas such as
credit risk, capital adequacy, financial forecasting, and fraud detection. You will gain exposure across multiple modelling disciplines and work
end‑to‑end on validations, from conceptual review through to quantitative testing and final recommendations.
Key Responsibilities:
- Perform comprehensive, end‑to‑end validation of quantitative models across various banking domains
- Develop and implement challenger models to assess performance and robustness
- Evaluate model methodologies, assumptions, data quality, and governance frameworks
- Deliver clear, well‑structured validation reports, including findings and recommendations
- Partner with technical and business stakeholders to resolve validation findings and enhance model performance
Job Experience and Skills Required:
Education:
- Degree in Mathematics, Statistics, Actuarial Science, Data Science, or a related quantitative field
Experience:
- 3–6 years’ experience in credit scorecard development, validation, and monitoring
- Exposure to application and behavioural credit models and/or marketing scorecards
- Strong background in data mining, predictive modelling, and advanced analytics
- Solid understanding of the end‑to‑end credit lifecycle
Skills:
- Strong analytical thinking with high attention to detail
- Ability to manage multiple models and projects simultaneously
- Excellent communication skills, with the ability to engage both technical and non‑technical stakeholders
- Collaborative approach with the confidence to provide independent, well‑reasoned opinions
Apply now!For more exciting Finance vacancies, please visit:
? https://www.networkrecruitmentinternational.com
I also specialise in recruiting within the following areas:
- Actuarial Modelling & Valuations
- Pricing, Reserving & Financial Reporting
- Predictive & Statistical Modelling
- Credit Risk Scorecards (PD / LGD / EAD)
- IFRS 9 Modelling & Impairments
- Capital, Solvency & Enterprise Risk Management
- Asset–Liability Management (ALM)
If you have not received any response within two weeks, please consider your application unsuccessful. Your profile will be retained on our database for any other suitable roles or positions.
For more information, contact:
Alicia de Jager
Specialist Recruitment Consultant
www.linkedin.com/in/alicia-de-jager-798a3b324