LGD Model Consultant
3 weeks ago
Belmont Lavan Ltd seeks a skilled LGD Model Consultant to support our financial risk management team for an 8-month contract. The selected candidate will play a crucial role in developing and validating LGD models that adhere to industry regulations and best practices.
Key Responsibilities:
- Develop and validate LGD models in compliance with regulatory requirements and internal policies.
- Conduct in-depth data analysis to inform model development, ensuring accurate and reliable outcomes.
- Collaborate with cross-functional teams to ensure the integration of LGD models within broader risk management frameworks.
- Prepare comprehensive documentation detailing the modeling approach, assumptions, and validation results.
- Engage with external auditors and regulatory bodies during reviews and assessments.
- Provide expertise and guidance on best practices for LGD modeling and risk assessment.
- Support ongoing model maintenance and enhancements as needed based on data trends and regulatory changes.
Requirements:
- Proven experience in developing and validating LGD models within financial services.
- Solid understanding of credit risk principles and regulatory frameworks related to risk modeling.
- Expertise in statistical modeling techniques using software tools such as SAS, R, or Python.
- Strong analytical and problem-solving skills, with a keen attention to detail.
- Excellent communication skills to convey complex concepts to stakeholders effectively.
- A Master's degree in Finance, Statistics, Mathematics, or a related discipline.
- Proficient in English, both written and verbal.
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LGD Model Consultant
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Copenhagen, Copenhagen, Denmark Belmont Lavan Ltd Full timeJob Title: LGD Model Consultant - 8 Months ContractBELMONT LAVAN LTD is seeking a skilled LGD Model Consultant to support our financial risk management team for an 8-month contract. The selected candidate will play a crucial role in developing and validating LGD models that adhere to industry regulations and best practices.Key Responsibilities:Develop and...
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