Overview:
We are seeking a technically sound and analytically driven professional to support the development and validation of financial and risk models. This role requires a combination of quantitative rigor, documentation strength, and the ability to critically assess model design, logic, and implementation.
Key Responsibilities:
● Conduct independent validation of financial or risk models across areas such as credit, interest rate, or capital management.
● Review model assumptions, inputs, methodologies, and outputs for conceptual soundness and regulatory alignment.
● Perform back-testing, sensitivity checks, and benchmarking to evaluate model performance.
● Prepare well-structured validation reports outlining findings, challenges, and recommendations. Collaborate with model developers and internal stakeholders to clarify assumptions and align on validation outcomes.
Ideal Profile:
● 4–7 years of experience in model development, quantitative risk, or financial modeling in the Banking Sector.
● Strong grasp of model development tools such as Excel/VBA, Python, or R.
● Familiarity with regulatory expectations related to model governance (e.g., Basel, ICAAP).
● Strong communication and technical documentation skills
To Apply, Share your Resume at: +92 306 1179922
Job Type: Full-time
