Credit Risk Model Validator (Retail Models) [Senior/Lead Quantitative Risk Analyst]

This role involves independently validating credit risk models, including IRB, IFRS9, and stress testing models, to ensure they meet internal and external standards for soundness and performance. The position requires conducting quantitative and qualitative analyses to assess model risk and communicating findings to various stakeholders. It also includes advising model developers on risk management and improving validation processes within a collaborative team environment.