Model Validation Manager

  • 50,000 - 65,000
  • London, England, United Kingdom
  • Permanent, Full time
  • B&FS Risk
  • 05 Nov 18

My client are a leading and one of the fastest growing challenger banks in the UK. They specialise in Asset finance and currently recruiting for an exceptional Model Validator to own the Validation process within the business. You will be reporting directly into the Head of Analytics and will be the only person responsible for Validating Credit Risk Models.

Responsibilities:

  • Validation of Credit Risk IFRS 9 Models 
  • Stress testing 
  • Development and implementation of Credit Risk Frameworks
  • Providing Governance and support to the team

Requirements 

  • Extensive experience in validating credit risk models from either a retail or corporate firm 
  • Very analytical and good with numbers 
  • Degree in a numerical discipline 
  • Excellent programming skills in SAS