Your next challenge:
- Collaborate with the Internal Validation Team to understand the requirements for the validation of different models (LGD, PD…).
- Assist in the collection and aggregation of data from various internal systems and databases.
- Develop and maintain a structured dataset that includes all necessary variables for the computation of observed LGD.
- Conduct preliminary data analysis to ensure data quality and completeness.
- Automate the execution of required statistical tests using programming languages and tools (e.g., Python and SQL).
- Document the testing procedure, dataset structure, data sources, and methodologies used for data preparation and testing automation.
- Support the team in the preparation of reports and presentations for stakeholders.