Senior Credit Risk Model Validator

2 days ago


Fatih, Istanbul, Turkey QNB Türkiye Full time
Senior Credit Risk Model Validator Job Summary

QNB Türkiye is seeking a seasoned Senior Credit Risk Model Validator to join our team. In this role, you will be responsible for validating IFRS9 expected loss models, credit rating/scoring and IRB models, and other behavioral 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. Develop advanced SQL, Python, SAS skills and knowledge.


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