(Inicio Inmediato) Senior Analyst Model Validation...

Overview

At Scotiabank we want you to be part of a team that supports personal and professional growth. We are looking for a Model Validation Senior Analyst to join our team in Colombia.

What you will do

• Validate retail scoring models (adjudication, behaviour, collection) and non-retail adjudication models.
• Validate retail credit strategy models (including adjudication, behaviour, and collection).
• Validate IFRS9 provisioning models for retail and business banking portfolios, including all parameters (PD, LGD, Lifetime, SIR, EAD) and ECL assessment.
• Conduct annual reviews of market valuation models (valuation / pricing of financial instruments or VAR models).
• Review data processing comprehensively, including independent replication of data extraction and data manipulation steps, and assess data sources for suitability and sanity.
• For each model being validated, review the methodology for reasonableness and applicability, assess soundness of the methodology, review the software architecture implementing the model, perform quantitative and qualitative assessments, execute independent calculations, and interpret model outputs.
• Raise and effectively communicate validation results and findings to model owners, prompting appropriate action to address deficiencies in data or modelling, which may lead to model recalibration and methodological enhancements.
• Complete draft validation reports and submit all necessary documentation related to validation assignments to the Manager or Senior team.

What do you need

Location Colombia

What do we offer you

If you are seeking a fulfilling opportunity to join our team and contribute to our success, we invite you to apply for the role of Model Validation Senior Analyst and take the next step in your career journey.

Details

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