About the job
Join the Model Risk Management (MRM) department at Natixis in Portugal, where our Credit Risk & Non-Financial Model Validation teams work collaboratively across four specialized areas: Regulatory Credit Risk & Scoring Model Validation, IFRS9 and Credit Stress Test Model Validation, ALM Model Validation, and Compliance & Non-Financial Risk Model Validation. We are currently seeking a dedicated Quantitative Analyst to support our Regulatory Credit Risk & Scoring Model Validation team in validating Internal Ratings-Based (IRB) credit models.
The successful candidate will focus on the Non-Retail Credit Risk Model Validation domain, with key responsibilities including:
- Assessing the risk dimensions of models, including data integrity, methodology, performance metrics, monitoring processes, usage, and documentation standards;
- Drafting comprehensive validation reports and presenting insights to the validation committee;
- Overseeing the implementation of recommendations aimed at enhancing model effectiveness;
- Keeping abreast of regulatory updates and methodological advancements.
