Senior Model Validation Analyst

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City of London / £50000 - £75000 annum

INFO

Salary
SALARY:

£50000 - £75000

Location

LOCATION

City of London

Job Type
JOB TYPE

Permanent

SENIOR MODEL VALIDATION ANALYST

UP TO £75,000

LONDON OR MANCHESTER

This opportunity is for one of our client's risk management team for an innovative company in the world of modern banking. The company is undergoing major growth and is looking to hire a Senior Model Validation Analyst to play a key role in ensuring accuracy and reliability in the bank's financial models and risk assessment tools.

THE COMPANY

The company is one of the UK's most successful FinTech's and digital banks. They are committed to redefining the banking experience to create a financial institution that puts the customer first.

THE ROLE

Within this role you can expect to work on:

  • Conducting validation of IFRS 9 models across all lending portfolios, encompassing mortgages, SME, and retail credit.
  • Examining technical documentation that elucidates model evolvement.
  • Preparing and delivering comprehensive model validation documentation.
  • Duplicating model advancements, assessing model efficacy, and crafting alternative models for comparison.
  • Scrutinising monthly impairment results and pertinent post-model adjustments.
  • Assisting external parties during the validation processes.
  • Supporting internal or external audit requirements.
  • Assessing and questioning the results derived from Management Information as part of regular validation procedures.

YOUR SKILLS AND EXPERIENCE

  • IFRS 9 expertise is a key requirement.
  • Experience in stress testing, particularly using IFRS 9 data is desirable.
  • Both model development and validation backgrounds are acceptable.
  • Proficiency in either SQL, SAS, R or Python.
  • Strong numerical-based degree.
  • Good communication skills.

THE BENEFITS

  • Up to £75,000.
  • Hybrid working - extremely flexible model.
  • 25 days holiday.

HOW TO APPLY

Please register your interest by sending your CV to Gaby Adamis via the Apply link on this page.

CONTACT

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