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  • Posted 16 hours ago
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Job Description

  • Perform independent validation and monitoring of credit risk models
  • Assess model validation and monitoring methodology, assumptions, limitations, and data quality
  • Conduct conceptual soundness reviews, quantitative testing, and outcome analysis
  • Review model performance using metrics such as Gini, KS, AUC, PSI, stability and back-testing

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Job ID: 139371665

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