Data Validation Risk Manager

2 days ago


Fatih, Istanbul, Turkey QNB Türkiye Full time
About the Role

We are seeking a seasoned Data Validation Risk Manager to join our team at QNB Türkiye. In this role, you will be responsible for managing and executing the validation process for our risk management and internal models.

The ideal candidate will have at least 7-8 years of experience in model validation, particularly with IFRS9 expected loss models, credit rating/scoring and IRB models, and other behavioral models.

You will work closely with our senior management to research international best practices and academic studies on model development and implementation processes.

Responsibilities
  1. Validate IFRS9 expected loss models (PD, LGD, EAD), credit rating/scoring and IRB models, and other behavioral models.
  2. Perform qualitative and quantitative validation studies for analytical models used in measurement and pricing of credit, market, and operational risks.
  3. Create model inventory and validation documentation processes.
  4. Validate Internal Capital Adequacy Assessment Process (ICAAP) of the Bank.
  5. Develop advanced SQL, Python, SAS skills and knowledge.


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