Model Validation Modeller - London, United Kingdom,
Model Validation Modeller
Up to £60,000 plus benefits
Are you interested in an opportunity within Credit Risk as a Retail Model Validation Analyst? This is your chance to join one of the UK's leading Challenger Banks and be responsible for the assessment of models servicing a wide range of activities across the Bank.
It is important that you have strong SAS Model Validation skills.
You will be working for a bank who operate across the UK working on some of the most enticing markets with the opportunity to grow and develop your own Retail Model Validation team.
DAY TO DAY RESPONSIBILITIES
- Independent evaluation of Risk Models. This will include PD, EAD, LGD and IFRS9.
- You will take control of the assessment and approval of all new model developments and any changes that need to be made to existing models.
- Qualitative reviews of model development and quantitative review of model performance.
- Co-ordination with internal and external stakeholders.
WHAT IS REQUIRED FROM YOU?
- Graduate level qualification in a numerical degree or a related quant field.
- Experience in the development and validation of Credit Risk models (Retail, SME or Wholesale)
- Exposure to Basel 2 regulatory framework within practical applications
- Ability to understand and interpret regulatory requirements and explain these adequately to stakeholders and senior management.
You should expect to earn up to £60,000 plus a competitive benefits package.
HOW TO APPLY
Please register your interest by sending your CV via the Apply link on this page.
Retail Model Validation - Model building - Model Validation - SAS - Risk Models - EAD - Exposure at Default - PD - Probability of Default - LGD - Loss Given Default - IFRS9 - IFRS 9 - Stakeholder - Management - Manager - Credit Risk Manager - Basel 2 - Regulatory Framework