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Credit Risk Model Validation Manager - London, United Kingdom,

£65k

Model Validation Manager
London
£65,000

This is the chance to be involved with all of the predictive models across the Credit Risk function of a growing lender. You'll be owning validation of PD, LGD and EAD models, IFRS9 calculations, Scorecards and other core Risk models across the bank. You'll be joining a business at as stage where you will have responsibility and accountability and be able to grow to become a leader within the business. There is huge scope to learn and grow in this role and its perfect for someone looking for a step up to management.

THE COMPANY:

Our client is a leading challenger bank targeting continued growth in retail banking services. The role offers
exposure and interaction with director level established routes to management and as such is a
fantastic opportunity to progress your career to the next level in a hands-on, fast moving role.

THE ROLE:

  • Perform validation analysis of capital models (PD, LGD, EAD) and Impairment (IFRS9) and Scorecards
  • Use SAS to validate Credit Risk model, data and wide risk frameworks
  • Manage workload and virtual teams within the business
  • Engage with stakeholder and internal teams and external contacts
  • Contribute to the strategy optimisation, strategic analytics, and portfolio management functions


SKILLS AND EXPERIENCE:

  • Graduated with a numerate degree
  • Must have model validation experience within Credit Risk or similar environment
  • Scorecard, IFRS9 and/or IRB model development and/or validation experience preferred

THE BENEFITS:

  • Up to £65,000
  • Competitive benefits scheme
  • Grow with an expanding business
  • Flat structure where you will own projects and have a say on the wider business decisions

KEYWORDS:

Credit Risk Analyst, Modelling, Validation, Monitor, Scorecards, SAS, SQL, Decision Science, PD, LGD, EAD, Probability of Default, Loss Given Default, Exposure at Default, Forecasting, Capital, Impairment, Scorecards, Application, Behavioural