Validation Of Risk Models

DenizBank

DenizBank Risk Management Group looks for candidates have experience in R and Python to work in the Risk Models Validation Department.

The roles of this position are;

· to be involved in the development phase of risk models in order to confirm that the model design is fit for purpose,

· to carry out the activities of methodological evaluation of models, performing quantitative analyzes, interpretation and reporting of the results within the model validation scope,

. to rerun the model development and validation processes built in R and Python, update the existing processes and create new ones when necessary,

. to analyze, understand and rerun the models developed in R and Python,

· supervise the model implementation process and support interdepartmental coordination.

Required Qualifications and Qualities:

Bachelor's degree preferably in one of the following fields: Engineering, Statistics, Econometrics or Economics,

Excellent in Python and/or R, preferably have track record in R and Python,

Good at Microsoft Office programs, SQL and preferably SPSS Modeler,

Data Science and econometric models (i.e. time series) knowledge,

To have a strong will to work in the field of financial risk management,

Comfortable in written and spoken English,

Strong communicator and prone to teamwork,

Self-managed,

Analytical thinking ability,

No military obligation for male candidate.