Model Validation Manager

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London / £60000 - £80000

INFO

Salary
SALARY:

£60000 - £80000

Location

LOCATION

London

Job Type
JOB TYPE

Permanent

Model Validation Manager
London
£80,000

This is the chance to lead the oversight, validation and management of predictive models across the Credit Risk function of a growing challenger bank. 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 vibrant business that can offer you the responsibility and accountability you need to progress. There is huge scope to learn and grow in this role and its perfect for someone looking for a step up to management in the future or someone who enjoys being an individual contributor

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 and established routes to managing a team 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
  • Optimise credit risk model performance through challenger model development, model monitoring and analysis
  • 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 £80,000
  • 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


CONTACT

CONOR LARKIN

UK - CREDIT RISK
LONDON OFFICE

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